-41.4%
NCLH vs ELF
+217.5%
-259.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | -4.8% | -11.6% | +6.8% | -1.4% |
| 30D | -21.7% | +4.6% | -26.3% | -22.9% |
| 3M | -22.2% | +59.7% | -82.0% | -32.8% |
| 6M | -27.5% | +21.2% | -48.7% | -32.7% |
| YTD | -33.6% | +27.4% | -61.0% | -39.6% |
| 1Y | -45.0% | -29.8% | -15.2% | -42.6% |
| 3Y | -11.0% | -28.5% | +17.4% | -22.4% |
| All | -41.4% | +217.5% | -259.0% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling