-45.0%
NCLH vs EWJ
+26.9%
-71.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -0.2% |
| 7D | -4.8% | +0.3% | -5.1% | -5.0% |
| 30D | -21.7% | +0.8% | -22.5% | -22.2% |
| 3M | -22.2% | +7.5% | -29.7% | -27.8% |
| 6M | -27.5% | +15.6% | -43.1% | -38.2% |
| YTD | -33.6% | +22.7% | -56.3% | -46.7% |
| 1Y | -45.0% | +26.4% | -71.4% | -56.9% |
| All | -45.0% | +26.9% | -71.9% | -56.9% |
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