+4.7%
EWZ vs NCLH
-26.3%
+31.0%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +1.3% | +6.3% | -4.9% | 0.0% |
| 30D | -26.2% | +18.9% | -45.0% | -29.0% |
| 3M | -8.6% | -0.2% | -8.4% | -9.2% |
| 6M | -17.0% | +8.4% | -25.4% | -19.6% |
| YTD | +2.2% | -17.1% | +19.2% | +3.2% |
| 1Y | +2.7% | -2.8% | +5.5% | 0.0% |
| 3Y | +18.2% | +40.4% | -22.2% | +0.1% |
| 5Y | +56.0% | -30.8% | +86.8% | +42.8% |
| 10Y | +60.8% | -51.3% | +112.1% | +26.9% |
| All | +4.7% | -26.3% | +31.0% | -21.6% |
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