-58.0%
NCLH vs EAT
+374.9%
-432.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | -4.8% | -7.7% | +2.9% | -0.3% |
| 30D | -21.7% | -13.6% | -8.1% | -15.1% |
| 3M | -22.2% | +33.9% | -56.1% | -35.8% |
| 6M | -27.5% | +47.2% | -74.7% | -44.5% |
| YTD | -33.6% | +48.1% | -81.7% | -49.5% |
| 1Y | -45.0% | +33.7% | -78.7% | -56.4% |
| 3Y | -11.0% | +595.8% | -606.8% | -76.8% |
| 5Y | -39.7% | +314.4% | -354.1% | -79.5% |
| All | -58.0% | +374.9% | -432.9% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded EAT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling