-37.2%
NCLH vs EIX
+105.5%
-142.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.5% |
| 7D | -6.5% | -19.1% | +12.6% | +1.3% |
| 30D | -23.3% | -16.9% | -6.4% | -18.4% |
| 3M | -18.6% | -20.0% | +1.4% | -12.2% |
| 6M | -26.2% | -21.3% | -4.9% | -20.0% |
| YTD | -30.2% | -1.7% | -28.5% | -33.4% |
| 1Y | -39.2% | +9.6% | -48.7% | -45.4% |
| 3Y | -5.1% | -3.7% | -1.4% | -12.0% |
| 5Y | -36.8% | +22.6% | -59.4% | -49.8% |
| 10Y | -56.3% | +17.7% | -74.0% | -65.0% |
| All | -37.2% | +105.5% | -142.7% | -52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling