-58.0%
NCLH vs ESI
+312.8%
-370.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.4% |
| 7D | -4.8% | -4.6% | -0.2% | -1.7% |
| 30D | -21.7% | -10.5% | -11.2% | -15.8% |
| 3M | -22.2% | -19.8% | -2.4% | -12.0% |
| 6M | -27.5% | +5.8% | -33.3% | -33.6% |
| YTD | -33.6% | +38.3% | -71.9% | -50.3% |
| 1Y | -45.0% | +31.5% | -76.5% | -57.7% |
| 3Y | -11.0% | +80.7% | -91.7% | -46.9% |
| 5Y | -39.7% | +69.4% | -109.2% | -61.7% |
| All | -58.0% | +312.8% | -370.7% | -83.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling