+23.3%
EWZ vs NCLH
-38.0%
+61.3%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +6.5% | -6.5% | +13.0% | +7.9% |
| 30D | +4.8% | -23.3% | +28.1% | +10.5% |
| 3M | +9.9% | -18.6% | +28.5% | +13.7% |
| 6M | +1.9% | -26.2% | +28.2% | +7.1% |
| YTD | +20.3% | -30.2% | +50.5% | +26.6% |
| 1Y | +35.6% | -39.2% | +74.8% | +45.7% |
| 3Y | +43.4% | -5.1% | +48.5% | +32.2% |
| 5Y | +55.9% | -36.8% | +92.7% | +45.3% |
| 10Y | +84.2% | -56.3% | +140.4% | +49.1% |
| All | +23.3% | -38.0% | +61.3% | -3.9% |
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