-56.6%
NCLH vs Z
-16.5%
-40.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.5% | -4.0% | -2.0% |
| 7D | +0.2% | +0.8% | -0.6% | -0.2% |
| 30D | +20.8% | +5.2% | +15.6% | +17.4% |
| 3M | -8.1% | -17.0% | +8.9% | -2.3% |
| 6M | +11.8% | -22.7% | +34.5% | +21.7% |
| YTD | -19.5% | -56.3% | +36.8% | +9.1% |
| 1Y | -3.2% | -57.7% | +54.4% | +32.1% |
| 3Y | +37.1% | -16.5% | +53.6% | +35.8% |
| 5Y | -29.9% | -53.4% | +23.5% | -17.5% |
| All | -56.6% | -16.5% | -40.1% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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