-56.6%
NCLH vs ES
+98.2%
-154.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | +0.2% | +2.7% | -2.5% | -0.6% |
| 30D | +20.8% | +7.6% | +13.2% | +17.9% |
| 3M | -8.1% | +0.5% | -8.6% | -8.4% |
| 6M | +11.8% | +7.6% | +4.2% | +9.2% |
| YTD | -19.5% | +10.2% | -29.8% | -22.4% |
| 1Y | -3.2% | +1.8% | -5.1% | -4.7% |
| 3Y | +37.1% | +55.4% | -18.3% | +15.2% |
| 5Y | -29.9% | +7.3% | -37.2% | -33.6% |
| All | -56.6% | +98.2% | -154.8% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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