+164.3%
EWY vs NCLH
-38.5%
+202.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.6% |
| 7D | +4.8% | -6.5% | +11.3% | +6.5% |
| 30D | +11.7% | -23.3% | +35.0% | +18.8% |
| 3M | -7.4% | -18.6% | +11.2% | -4.2% |
| 6M | +40.6% | -26.2% | +66.8% | +46.0% |
| YTD | +94.3% | -30.2% | +124.5% | +102.8% |
| 1Y | +164.3% | -39.2% | +203.4% | +182.8% |
| All | +164.3% | -38.5% | +202.8% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NCLH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling