-37.2%
NCLH vs ED
+223.8%
-261.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | -23.3% | -0.1% | -23.2% | -23.3% |
| 3M | -18.6% | +3.9% | -22.5% | -19.1% |
| 6M | -26.2% | -3.0% | -23.2% | -26.1% |
| YTD | -30.2% | +10.7% | -40.9% | -31.6% |
| 1Y | -39.2% | +13.3% | -52.5% | -40.6% |
| 3Y | -5.1% | +34.5% | -39.6% | -12.1% |
| 5Y | -36.8% | +67.1% | -103.9% | -44.2% |
| 10Y | -56.3% | +103.0% | -159.3% | -62.5% |
| All | -37.2% | +223.8% | -261.0% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling