+67.6%
EWZ vs NCLH
-38.4%
+106.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.1% | +2.1% |
| 7D | +5.6% | -0.3% | +5.8% | +5.6% |
| 30D | +9.3% | -20.1% | +29.3% | +12.2% |
| 3M | +15.7% | -17.0% | +32.7% | +17.8% |
| 6M | +7.4% | -23.2% | +30.7% | +10.1% |
| YTD | +22.7% | -31.0% | +53.7% | +26.7% |
| 1Y | +36.4% | -37.3% | +73.6% | +41.9% |
| 3Y | +50.4% | -5.6% | +56.0% | +43.9% |
| 5Y | +67.6% | -37.0% | +104.6% | +64.0% |
| All | +67.6% | -38.4% | +106.1% | +64.0% |
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