-45.9%
NCLH vs ELF
-29.1%
-16.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.0% |
| 7D | -6.5% | -10.8% | +4.3% | -4.5% |
| 30D | -22.1% | +0.8% | -22.9% | -22.3% |
| 3M | -18.7% | +64.8% | -83.5% | -27.1% |
| 6M | -28.4% | +19.0% | -47.4% | -32.3% |
| YTD | -34.7% | +25.9% | -60.7% | -38.0% |
| All | -45.9% | -29.1% | -16.9% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling