-29.6%
NCLH vs ED
+85.1%
-114.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -1.9% | -0.6% |
| 7D | +0.2% | +2.1% | -1.8% | +0.2% |
| 30D | +20.8% | +10.4% | +10.4% | +20.8% |
| 3M | -8.1% | +12.5% | -20.7% | -8.1% |
| 6M | +11.8% | +14.9% | -3.1% | +11.9% |
| YTD | -19.5% | +24.8% | -44.4% | -19.9% |
| 1Y | -3.2% | +23.8% | -27.1% | -3.7% |
| 3Y | +37.1% | +51.6% | -14.5% | +26.6% |
| All | -29.6% | +85.1% | -114.7% | -40.7% |
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