-56.6%
NCLH vs ECL
+197.5%
-254.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -2.2% |
| 7D | +0.2% | +2.9% | -2.6% | -2.6% |
| 30D | +20.8% | +7.5% | +13.3% | +12.6% |
| 3M | -8.1% | +12.2% | -20.4% | -18.1% |
| 6M | +11.8% | +24.6% | -12.7% | -10.5% |
| YTD | -19.5% | +18.8% | -38.3% | -31.8% |
| 1Y | -3.2% | +19.3% | -22.6% | -18.4% |
| 3Y | +37.1% | +78.2% | -41.1% | -26.4% |
| 5Y | -29.9% | +38.8% | -68.7% | -50.8% |
| All | -56.6% | +197.5% | -254.1% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling