-29.6%
NCLH vs EW
-7.9%
-21.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.8% | -1.2% |
| 7D | +0.2% | +4.9% | -4.7% | -2.2% |
| 30D | +20.8% | +23.9% | -3.2% | +8.3% |
| 3M | -8.1% | +15.8% | -23.9% | -14.9% |
| 6M | +11.8% | +31.7% | -19.8% | -3.6% |
| YTD | -19.5% | +25.7% | -45.2% | -28.9% |
| 1Y | -3.2% | +24.4% | -27.7% | -14.1% |
| 3Y | +37.1% | +65.9% | -28.8% | -6.6% |
| All | -29.6% | -7.9% | -21.7% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling