+66.5%
EWZ vs NCLH
-53.4%
+119.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.5% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | -24.4% | +20.8% | -45.1% | -27.5% |
| 3M | -4.6% | -8.1% | +3.5% | -3.5% |
| 6M | -11.6% | +11.8% | -23.4% | -14.9% |
| YTD | +2.4% | -19.5% | +21.9% | +4.1% |
| 1Y | +2.1% | -3.2% | +5.3% | -0.5% |
| 3Y | +18.7% | +37.1% | -18.4% | +0.7% |
| 5Y | +54.2% | -29.9% | +84.1% | +40.5% |
| All | +66.5% | -53.4% | +119.8% | +42.4% |
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