-39.2%
NCLH vs EWJ
+31.1%
-70.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.5% |
| 7D | -6.5% | +2.5% | -9.0% | -8.4% |
| 30D | -23.3% | +3.3% | -26.6% | -25.3% |
| 3M | -18.6% | +5.0% | -23.6% | -22.4% |
| 6M | -26.2% | +11.5% | -37.8% | -35.0% |
| YTD | -30.2% | +22.4% | -52.6% | -42.8% |
| 1Y | -39.2% | +30.2% | -69.4% | -49.9% |
| All | -39.2% | +31.1% | -70.3% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 1y: compounded portfolio wealth divided by compounded EWJ 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…
1y analysis · Full analysis span regression · 6 months rolling