-41.4%
NCLH vs EWJ
+50.5%
-92.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | -1.1% |
| 7D | -4.8% | +0.3% | -5.1% | -5.1% |
| 30D | -21.7% | +0.8% | -22.5% | -22.4% |
| 3M | -22.2% | +7.5% | -29.7% | -30.5% |
| 6M | -27.5% | +15.6% | -43.1% | -41.0% |
| YTD | -33.6% | +22.7% | -56.3% | -50.6% |
| 1Y | -45.0% | +26.4% | -71.4% | -60.9% |
| 3Y | -11.0% | +72.5% | -83.6% | -61.2% |
| All | -41.4% | +50.5% | -92.0% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling