-8.3%
NCLH vs EOSE
-60.6%
+52.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -4.8% | +1.8% | -6.6% | -5.1% |
| 30D | -21.7% | -6.8% | -14.8% | -21.4% |
| 3M | -22.2% | -36.3% | +14.0% | -19.4% |
| 6M | -27.5% | -38.8% | +11.2% | -25.8% |
| YTD | -33.6% | -65.5% | +31.9% | -29.4% |
| 1Y | -45.0% | -45.3% | +0.3% | -45.7% |
| 3Y | -11.0% | +44.2% | -55.2% | -32.3% |
| 5Y | -39.7% | -69.5% | +29.8% | -54.2% |
| All | -8.3% | -60.6% | +52.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling