-41.4%
NCLH vs ZBRA
-40.4%
-1.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +0.6% |
| 7D | -4.8% | -3.4% | -1.4% | -2.8% |
| 30D | -21.7% | -7.4% | -14.3% | -18.0% |
| 3M | -22.2% | +57.5% | -79.8% | -43.7% |
| 6M | -27.5% | +64.0% | -91.5% | -49.9% |
| YTD | -33.6% | +44.3% | -77.9% | -50.5% |
| 1Y | -45.0% | +10.9% | -55.9% | -51.4% |
| 3Y | -11.0% | +37.5% | -48.6% | -34.2% |
| All | -41.4% | -40.4% | -1.0% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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