+287.9%
EWY vs NCLH
-40.8%
+328.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.1% |
| 7D | +6.7% | -4.6% | +11.3% | +7.5% |
| 30D | +17.0% | -19.9% | +36.9% | +21.4% |
| 3M | +3.7% | -22.0% | +25.6% | +7.5% |
| 6M | +42.5% | -28.3% | +70.8% | +49.9% |
| YTD | +96.2% | -33.5% | +129.7% | +107.6% |
| 1Y | +160.4% | -41.5% | +201.8% | +180.0% |
| 3Y | +231.7% | -8.9% | +240.6% | +218.9% |
| 5Y | +153.3% | -40.5% | +193.7% | +146.9% |
| 10Y | +308.8% | -57.0% | +365.8% | +263.4% |
| All | +287.9% | -40.8% | +328.8% | +245.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling