+8.1%
EWZ vs NCLH
-8.8%
+16.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.1% | +1.1% |
| 7D | -4.1% | +15.8% | -19.9% | -5.3% |
| 30D | -25.0% | +25.1% | -50.0% | -26.5% |
| 3M | -10.6% | -7.3% | -3.3% | -9.7% |
| 6M | -16.6% | +8.1% | -24.7% | -18.1% |
| YTD | +2.5% | -16.7% | +19.1% | +2.5% |
| 1Y | +8.1% | -1.0% | +9.1% | +6.1% |
| All | +8.1% | -8.8% | +16.9% | +6.1% |
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