-37.9%
NCLH vs EAT
+722.7%
-760.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | +0.8% |
| 7D | -0.3% | -4.9% | +4.7% | +2.6% |
| 30D | -20.1% | -1.2% | -18.8% | -20.2% |
| 3M | -17.0% | +52.2% | -69.3% | -36.0% |
| 6M | -23.2% | +65.0% | -88.3% | -44.7% |
| YTD | -31.0% | +55.0% | -86.1% | -48.6% |
| 1Y | -37.3% | +42.1% | -79.3% | -51.7% |
| 3Y | -5.6% | +614.7% | -620.3% | -74.8% |
| 5Y | -37.0% | +322.7% | -359.7% | -78.1% |
| 10Y | -55.3% | +382.0% | -437.3% | -89.0% |
| All | -37.9% | +722.7% | -760.6% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling