-41.4%
NCLH vs EFV
+95.9%
-137.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | -0.1% |
| 7D | -4.8% | -0.8% | -4.0% | -3.5% |
| 30D | -21.7% | +0.6% | -22.3% | -22.4% |
| 3M | -22.2% | +7.5% | -29.8% | -31.6% |
| 6M | -27.5% | +13.0% | -40.6% | -40.7% |
| YTD | -33.6% | +18.3% | -51.9% | -49.4% |
| 1Y | -45.0% | +26.7% | -71.7% | -62.5% |
| 3Y | -11.0% | +89.6% | -100.6% | -69.9% |
| All | -41.4% | +95.9% | -137.3% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling