-58.6%
NCLH vs ELF
+334.6%
-393.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.7% | +0.4% |
| 7D | -0.3% | -1.2% | +0.9% | +0.1% |
| 30D | -20.1% | +5.9% | -26.0% | -21.8% |
| 3M | -17.0% | +99.5% | -116.6% | -34.7% |
| 6M | -23.2% | +26.5% | -49.8% | -30.6% |
| YTD | -31.0% | +37.2% | -68.2% | -39.7% |
| 1Y | -37.3% | -24.4% | -12.8% | -35.9% |
| 3Y | -5.6% | -23.3% | +17.7% | -17.6% |
| 5Y | -37.0% | +245.2% | -282.1% | -72.4% |
| All | -58.6% | +334.6% | -393.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling