-40.1%
NCLH vs EFV
+178.5%
-218.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -2.1% |
| 7D | -4.6% | -0.5% | -4.1% | -3.8% |
| 30D | -19.9% | 0.0% | -20.0% | -19.9% |
| 3M | -22.0% | +8.4% | -30.4% | -31.7% |
| 6M | -28.3% | +12.3% | -40.6% | -40.1% |
| YTD | -33.5% | +17.4% | -50.9% | -47.9% |
| 1Y | -41.5% | +27.1% | -68.6% | -59.5% |
| 3Y | -8.9% | +90.7% | -99.6% | -66.9% |
| 5Y | -40.5% | +95.6% | -136.1% | -78.1% |
| 10Y | -57.0% | +165.3% | -222.2% | -87.8% |
| All | -40.1% | +178.5% | -218.6% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling