-12.5%
NCLH vs EFX
-12.7%
+0.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | -11.1% | +4.6% | -1.4% |
| 30D | -22.1% | -7.4% | -14.7% | -19.5% |
| 3M | -18.7% | +1.5% | -20.2% | -19.9% |
| 6M | -28.4% | -13.7% | -14.7% | -23.9% |
| YTD | -34.7% | -21.9% | -12.9% | -27.7% |
| 1Y | -42.7% | -30.8% | -11.9% | -32.7% |
| All | -12.5% | -12.7% | +0.1% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling