-40.1%
NCLH vs ELV
+678.9%
-719.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -3.0% |
| 7D | -4.6% | -2.2% | -2.4% | -3.7% |
| 30D | -19.9% | -0.2% | -19.7% | -20.0% |
| 3M | -22.0% | -6.1% | -15.9% | -20.5% |
| 6M | -28.3% | +42.8% | -71.1% | -39.8% |
| YTD | -33.5% | +14.4% | -47.9% | -38.9% |
| 1Y | -41.5% | +28.6% | -70.1% | -49.4% |
| 3Y | -8.9% | -7.4% | -1.5% | -13.1% |
| 5Y | -40.5% | +14.5% | -54.9% | -51.7% |
| 10Y | -57.0% | +257.4% | -314.4% | -79.5% |
| All | -40.1% | +678.9% | -719.0% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling