-1.0%
NCLH vs EFV
+25.8%
-26.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.6% | +1.3% |
| 7D | +15.8% | +2.9% | +12.9% | +10.6% |
| 30D | +25.1% | +3.6% | +21.5% | +18.2% |
| 3M | -7.3% | -0.1% | -7.2% | -7.0% |
| 6M | +8.1% | +9.6% | -1.5% | -9.4% |
| YTD | -16.7% | +17.0% | -33.6% | -35.9% |
| 1Y | -1.0% | +25.7% | -26.7% | -31.3% |
| All | -1.0% | +25.8% | -26.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling