-28.3%
NCLH vs ELV
+39.7%
-68.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.4% |
| 7D | -4.6% | -2.2% | -2.4% | -4.4% |
| 30D | -19.9% | -0.2% | -19.7% | -19.9% |
| 3M | -22.0% | -6.1% | -15.9% | -21.2% |
| 6M | -28.3% | +42.8% | -71.1% | -42.9% |
| All | -28.3% | +39.7% | -68.0% | -42.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling