-74.2%
NCLH vs ELAN
-28.2%
-46.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.0% |
| 7D | -4.8% | -5.4% | +0.6% | -1.9% |
| 30D | -21.7% | +4.7% | -26.4% | -23.8% |
| 3M | -22.2% | -3.7% | -18.6% | -21.6% |
| 6M | -27.5% | -1.2% | -26.3% | -28.5% |
| YTD | -33.6% | +2.4% | -36.0% | -35.9% |
| 1Y | -45.0% | +23.4% | -68.4% | -52.5% |
| 3Y | -11.0% | +96.7% | -107.7% | -49.7% |
| 5Y | -39.7% | -30.6% | -9.1% | -29.0% |
| All | -74.2% | -28.2% | -46.1% | -77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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