-12.5%
NCLH vs ESI
+73.2%
-85.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.5% | +2.6% | +0.7% |
| 7D | -6.5% | -2.3% | -4.2% | -5.3% |
| 30D | -22.1% | -9.0% | -13.0% | -17.9% |
| 3M | -18.7% | -13.3% | -5.4% | -14.1% |
| 6M | -28.4% | +5.3% | -33.7% | -34.4% |
| YTD | -34.7% | +37.6% | -72.3% | -50.7% |
| 1Y | -42.7% | +33.6% | -76.3% | -56.2% |
| All | -12.5% | +73.2% | -85.7% | -47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling