+11.8%
NCLH vs ELF
+111.9%
-100.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.2% |
| 7D | +0.2% | +1.6% | -1.4% | 0.0% |
| 30D | +20.8% | +9.1% | +11.7% | +19.0% |
| 3M | -8.1% | +28.2% | -36.3% | -11.6% |
| 6M | +11.8% | +119.5% | -107.7% | -3.3% |
| All | +11.8% | +111.9% | -100.1% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling