-10.9%
NCLH vs ED
+34.3%
-45.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.7% |
| 7D | -4.6% | -0.2% | -4.5% | -4.7% |
| 30D | -19.9% | +1.9% | -21.9% | -19.5% |
| 3M | -22.0% | +1.9% | -23.8% | -21.4% |
| 6M | -28.3% | -2.3% | -26.0% | -28.5% |
| YTD | -33.5% | +10.9% | -44.4% | -31.7% |
| 1Y | -41.5% | +14.5% | -56.0% | -39.5% |
| All | -10.9% | +34.3% | -45.2% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling