-40.5%
NCLH vs EW
-29.9%
-10.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.2% |
| 7D | -4.6% | -5.1% | +0.5% | -2.1% |
| 30D | -19.9% | -6.4% | -13.6% | -17.3% |
| 3M | -22.0% | -1.6% | -20.4% | -21.7% |
| 6M | -28.3% | +2.3% | -30.6% | -29.5% |
| YTD | -33.5% | +1.1% | -34.6% | -34.2% |
| 1Y | -41.5% | +8.0% | -49.5% | -44.2% |
| 3Y | -8.9% | +16.3% | -25.2% | -23.2% |
| 5Y | -40.5% | -29.4% | -11.1% | -33.0% |
| All | -40.5% | -29.9% | -10.6% | -33.0% |
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