-11.0%
NCLH vs ELV
-2.5%
-8.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -0.7% |
| 7D | -4.8% | +2.8% | -7.6% | -5.0% |
| 30D | -21.7% | +4.9% | -26.6% | -22.0% |
| 3M | -22.2% | +4.9% | -27.1% | -22.7% |
| 6M | -27.5% | +45.1% | -72.6% | -30.3% |
| YTD | -33.6% | +20.7% | -54.3% | -35.2% |
| 1Y | -45.0% | +35.0% | -80.0% | -46.6% |
| 3Y | -11.0% | -2.4% | -8.6% | -11.6% |
| All | -11.0% | -2.5% | -8.5% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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