-58.0%
NCLH vs UEC
+885.8%
-943.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.2% | +6.9% | +2.9% |
| 7D | -4.8% | -9.4% | +4.6% | -2.7% |
| 30D | -21.7% | -8.0% | -13.7% | -20.6% |
| 3M | -22.2% | -1.7% | -20.6% | -22.9% |
| 6M | -27.5% | -26.1% | -1.4% | -24.6% |
| YTD | -33.6% | -10.5% | -23.1% | -35.4% |
| 1Y | -45.0% | -13.3% | -31.7% | -47.5% |
| 3Y | -11.0% | +116.4% | -127.4% | -38.6% |
| 5Y | -39.7% | +225.5% | -265.3% | -66.3% |
| All | -58.0% | +885.8% | -943.8% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 10y: compounded portfolio wealth divided by compounded UEC 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…
10y analysis · Full analysis span regression · 6 months rolling