+4.2%
EWZ vs NCLH
-28.6%
+32.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -1.5% | +2.0% | -3.5% | -1.9% |
| 30D | -24.5% | +19.1% | -43.6% | -27.5% |
| 3M | -10.7% | -7.5% | -3.2% | -9.9% |
| 6M | -19.1% | +1.0% | -20.0% | -20.5% |
| YTD | +1.6% | -19.7% | +21.3% | +3.4% |
| 1Y | +4.3% | -1.8% | +6.0% | +1.3% |
| 3Y | +19.0% | +36.7% | -17.7% | +1.2% |
| 5Y | +57.7% | -38.0% | +95.7% | +48.2% |
| 10Y | +51.3% | -51.6% | +102.9% | +19.4% |
| All | +4.2% | -28.6% | +32.8% | -21.5% |
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