-12.5%
NCLH vs EVRG
+72.0%
-84.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -6.5% | -0.7% | -5.8% | -6.4% |
| 30D | -22.1% | 0.0% | -22.1% | -22.1% |
| 3M | -18.7% | -1.0% | -17.7% | -18.6% |
| 6M | -28.4% | +1.0% | -29.4% | -28.6% |
| YTD | -34.7% | +15.1% | -49.8% | -37.5% |
| 1Y | -42.7% | +17.6% | -60.3% | -45.7% |
| All | -12.5% | +72.0% | -84.5% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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