-58.0%
NCLH vs ECL
+160.1%
-218.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | 0.0% |
| 7D | -4.8% | -1.1% | -3.7% | -3.7% |
| 30D | -21.7% | -0.8% | -20.9% | -21.1% |
| 3M | -22.2% | +5.0% | -27.3% | -26.2% |
| 6M | -27.5% | +0.2% | -27.8% | -27.5% |
| YTD | -33.6% | +5.8% | -39.4% | -36.8% |
| 1Y | -45.0% | +1.5% | -46.5% | -45.7% |
| 3Y | -11.0% | +55.0% | -66.0% | -45.1% |
| 5Y | -39.7% | +29.3% | -69.0% | -55.0% |
| All | -58.0% | +160.1% | -218.0% | -79.8% |
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