-40.1%
NCLH vs EWJ
+213.2%
-253.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.5% | -2.3% |
| 7D | -4.6% | +1.0% | -5.6% | -5.8% |
| 30D | -19.9% | +1.0% | -20.9% | -20.9% |
| 3M | -22.0% | +7.2% | -29.2% | -29.7% |
| 6M | -28.3% | +13.9% | -42.2% | -39.9% |
| YTD | -33.5% | +20.8% | -54.3% | -48.5% |
| 1Y | -41.5% | +26.4% | -67.8% | -57.4% |
| 3Y | -8.9% | +71.8% | -80.7% | -55.8% |
| 5Y | -40.5% | +49.9% | -90.3% | -64.6% |
| 10Y | -57.0% | +140.0% | -196.9% | -82.4% |
| All | -40.1% | +213.2% | -253.3% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling