-58.7%
NCLH vs ED
+109.0%
-167.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.8% |
| 7D | -6.5% | -1.9% | -4.7% | -6.3% |
| 30D | -22.1% | +0.1% | -22.2% | -22.1% |
| 3M | -18.7% | 0.0% | -18.7% | -18.7% |
| 6M | -28.4% | -2.5% | -25.9% | -28.3% |
| YTD | -34.7% | +10.1% | -44.8% | -36.1% |
| 1Y | -42.7% | +13.6% | -56.3% | -44.3% |
| 3Y | -10.6% | +32.4% | -43.1% | -18.0% |
| 5Y | -40.7% | +69.9% | -110.6% | -49.2% |
| All | -58.7% | +109.0% | -167.7% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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