+92.6%
EWZ vs NCLH
-56.8%
+149.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | -0.1% | -4.6% | +4.6% | +0.9% |
| 30D | +8.2% | -19.9% | +28.1% | +13.1% |
| 3M | +13.3% | -22.0% | +35.3% | +18.3% |
| 6M | +3.6% | -28.3% | +31.9% | +9.4% |
| YTD | +21.0% | -33.5% | +54.4% | +28.5% |
| 1Y | +34.7% | -41.5% | +76.1% | +45.9% |
| 3Y | +48.3% | -8.9% | +57.2% | +37.7% |
| 5Y | +60.1% | -40.5% | +100.5% | +51.1% |
| 10Y | +92.6% | -57.0% | +149.5% | +66.4% |
| All | +92.6% | -56.8% | +149.4% | +66.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling