-40.5%
NCLH vs ED
+66.4%
-106.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.5% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -19.9% | +1.9% | -21.9% | -19.9% |
| 3M | -22.0% | +1.9% | -23.8% | -21.9% |
| 6M | -28.3% | -2.3% | -26.0% | -28.3% |
| YTD | -33.5% | +10.9% | -44.4% | -33.9% |
| 1Y | -41.5% | +14.5% | -56.0% | -42.0% |
| 3Y | -8.9% | +33.4% | -42.3% | -15.9% |
| 5Y | -40.5% | +67.3% | -107.7% | -49.8% |
| All | -40.5% | +66.4% | -106.8% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling