-12.5%
NCLH vs ELF
-30.3%
+17.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.0% |
| 7D | -6.5% | -10.8% | +4.3% | -4.3% |
| 30D | -22.1% | +0.8% | -22.9% | -22.4% |
| 3M | -18.7% | +64.8% | -83.5% | -27.4% |
| 6M | -28.4% | +19.0% | -47.4% | -32.0% |
| YTD | -34.7% | +25.9% | -60.7% | -38.7% |
| 1Y | -42.7% | -28.8% | -13.9% | -41.3% |
| All | -12.5% | -30.3% | +17.8% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling