-37.9%
NCLH vs EVRG
+362.1%
-400.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.6% |
| 7D | -0.3% | +0.9% | -1.1% | -0.7% |
| 30D | -20.1% | -0.5% | -19.5% | -19.9% |
| 3M | -17.0% | +1.5% | -18.5% | -17.8% |
| 6M | -23.2% | +1.2% | -24.4% | -24.0% |
| YTD | -31.0% | +16.3% | -47.4% | -36.6% |
| 1Y | -37.3% | +20.3% | -57.5% | -43.4% |
| 3Y | -5.6% | +72.3% | -77.9% | -29.8% |
| 5Y | -37.0% | +46.7% | -83.7% | -49.6% |
| 10Y | -55.3% | +113.8% | -169.1% | -68.0% |
| All | -37.9% | +362.1% | -400.0% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling