-58.7%
NCLH vs EW
+126.7%
-185.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.3% |
| 7D | -6.5% | -3.4% | -3.2% | -4.7% |
| 30D | -22.1% | -7.4% | -14.7% | -18.6% |
| 3M | -18.7% | +0.9% | -19.6% | -19.6% |
| 6M | -28.4% | +1.2% | -29.6% | -29.3% |
| YTD | -34.7% | +1.8% | -36.5% | -35.8% |
| 1Y | -42.7% | +10.8% | -53.6% | -46.6% |
| 3Y | -10.6% | +17.1% | -27.8% | -25.6% |
| 5Y | -40.7% | -28.2% | -12.5% | -33.7% |
| All | -58.7% | +126.7% | -185.4% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 10y: compounded portfolio wealth divided by compounded EW 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…
10y analysis · Full analysis span regression · 6 months rolling