-37.0%
NCLH vs ES
-2.9%
-34.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -20.1% | -1.2% | -18.9% | -19.8% |
| 3M | -17.0% | +5.0% | -22.0% | -18.1% |
| 6M | -23.2% | -2.8% | -20.4% | -22.7% |
| YTD | -31.0% | +8.6% | -39.6% | -32.9% |
| 1Y | -37.3% | +18.9% | -56.2% | -41.1% |
| 3Y | -5.6% | +32.1% | -37.7% | -16.6% |
| 5Y | -37.0% | -5.1% | -31.9% | -40.3% |
| All | -37.0% | -2.9% | -34.1% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling