-40.5%
NCLH vs ECL
+25.4%
-65.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -1.6% |
| 7D | -4.6% | -2.7% | -1.9% | -2.1% |
| 30D | -19.9% | -4.3% | -15.7% | -16.8% |
| 3M | -22.0% | +3.2% | -25.2% | -24.2% |
| 6M | -28.3% | -2.9% | -25.4% | -26.2% |
| YTD | -33.5% | +4.3% | -37.7% | -35.4% |
| 1Y | -41.5% | +1.6% | -43.1% | -42.0% |
| 3Y | -8.9% | +54.3% | -63.2% | -40.0% |
| 5Y | -40.5% | +26.5% | -66.9% | -54.4% |
| All | -40.5% | +25.4% | -65.8% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling