+148.7%
EWY vs NCLH
-40.4%
+189.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +2.9% |
| 7D | -0.1% | -4.8% | +4.7% | +0.8% |
| 30D | +7.3% | -21.7% | +29.0% | +12.2% |
| 3M | -5.1% | -22.2% | +17.1% | -1.4% |
| 6M | +42.1% | -27.5% | +69.6% | +49.4% |
| YTD | +94.1% | -33.6% | +127.7% | +105.8% |
| 1Y | +147.8% | -45.0% | +192.8% | +170.2% |
| 3Y | +222.9% | -11.0% | +234.0% | +211.1% |
| All | +148.7% | -40.4% | +189.2% | +137.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling