-41.4%
NCLH vs EFX
-36.2%
-5.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -4.8% | -4.5% | -0.3% | -2.2% |
| 30D | -21.7% | -6.1% | -15.6% | -19.1% |
| 3M | -22.2% | +6.2% | -28.5% | -25.8% |
| 6M | -27.5% | -11.2% | -16.3% | -23.6% |
| YTD | -33.6% | -21.4% | -12.2% | -25.6% |
| 1Y | -45.0% | -34.3% | -10.7% | -31.3% |
| 3Y | -11.0% | -12.5% | +1.5% | -13.7% |
| All | -41.4% | -36.2% | -5.3% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling