-40.5%
NCLH vs EIX
+24.3%
-64.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.3% | -2.4% |
| 7D | -4.6% | +4.1% | -8.7% | -6.0% |
| 30D | -19.9% | -15.3% | -4.6% | -16.8% |
| 3M | -22.0% | -18.4% | -3.5% | -18.0% |
| 6M | -28.3% | -16.8% | -11.5% | -25.4% |
| YTD | -33.5% | -0.6% | -32.9% | -36.6% |
| 1Y | -41.5% | +10.7% | -52.1% | -47.2% |
| 3Y | -8.9% | -4.5% | -4.4% | -15.8% |
| 5Y | -40.5% | +24.0% | -64.5% | -49.0% |
| All | -40.5% | +24.3% | -64.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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