-1.0%
NCLH vs EFX
-7.5%
+6.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.9% |
| 7D | +15.8% | +9.2% | +6.6% | +12.5% |
| 30D | +25.1% | +34.8% | -9.7% | +12.5% |
| 3M | -7.3% | +8.8% | -16.2% | -10.3% |
| 6M | +8.1% | +12.3% | -4.2% | +3.8% |
| YTD | -16.7% | -10.6% | -6.1% | -11.8% |
| 1Y | -1.0% | -6.7% | +5.7% | +0.1% |
| All | -1.0% | -7.5% | +6.5% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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