-51.3%
NCLH vs ESI
+224.6%
-276.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.1% | -1.6% |
| 7D | -6.5% | +3.3% | -9.8% | -8.0% |
| 30D | -23.3% | -5.9% | -17.4% | -21.1% |
| 3M | -18.6% | -14.1% | -4.5% | -13.8% |
| 6M | -26.2% | +6.6% | -32.8% | -30.2% |
| YTD | -30.2% | +45.0% | -75.3% | -43.5% |
| 1Y | -39.2% | +41.5% | -80.6% | -50.4% |
| 3Y | -5.1% | +78.8% | -83.8% | -31.0% |
| 5Y | -36.8% | +70.9% | -107.6% | -52.2% |
| 10Y | -56.3% | +317.1% | -373.4% | -75.8% |
| All | -51.3% | +224.6% | -276.0% | -72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling