+62.4%
EWY vs NCLH
-8.8%
+71.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.8% | -8.7% | -3.3% |
| 7D | -8.3% | +15.8% | -24.1% | -11.5% |
| 30D | -20.5% | +25.1% | -45.6% | -24.8% |
| 3M | -11.1% | -7.3% | -3.8% | -9.8% |
| 6M | -7.0% | +8.1% | -15.2% | -11.3% |
| YTD | +56.5% | -16.7% | +73.1% | +55.4% |
| 1Y | +62.4% | -1.0% | +63.4% | +60.5% |
| All | +62.4% | -8.8% | +71.2% | +60.5% |
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