-1.0%
NCLH vs ESI
+27.8%
-28.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.6% | +11.4% | +8.6% |
| 7D | +15.8% | -6.6% | +22.4% | +18.7% |
| 30D | +25.1% | -10.9% | +36.0% | +30.5% |
| 3M | -7.3% | -13.8% | +6.5% | -2.1% |
| 6M | +8.1% | -21.5% | +29.7% | +16.5% |
| YTD | -16.7% | +34.7% | -51.3% | -34.7% |
| 1Y | -1.0% | +24.9% | -25.9% | -19.9% |
| All | -1.0% | +27.8% | -28.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling