-56.6%
NCLH vs ELF
+332.6%
-389.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.8% |
| 7D | +0.2% | +1.6% | -1.4% | -0.3% |
| 30D | +20.8% | +9.1% | +11.7% | +17.3% |
| 3M | -8.1% | +28.2% | -36.3% | -15.8% |
| 6M | +11.8% | +119.5% | -107.7% | -15.2% |
| YTD | -19.5% | +55.2% | -74.7% | -32.6% |
| 1Y | -3.2% | +58.6% | -61.8% | -19.7% |
| 3Y | +37.1% | +21.3% | +15.8% | +1.5% |
| 5Y | -29.9% | +276.2% | -306.1% | -70.4% |
| All | -56.6% | +332.6% | -389.2% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling