-39.6%
NCLH vs ESI
+73.8%
-113.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -2.6% |
| 7D | -4.6% | +3.9% | -8.5% | -7.3% |
| 30D | -19.9% | -3.8% | -16.2% | -17.9% |
| 3M | -22.0% | -13.1% | -8.8% | -16.2% |
| 6M | -28.3% | +11.3% | -39.6% | -38.0% |
| YTD | -33.5% | +44.1% | -77.6% | -54.2% |
| 1Y | -41.5% | +40.3% | -81.8% | -59.3% |
| 3Y | -8.9% | +84.1% | -92.9% | -53.0% |
| All | -39.6% | +73.8% | -113.4% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling