-39.2%
NCLH vs ZETA
+68.7%
-107.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.8% |
| 7D | -6.5% | +2.7% | -9.1% | -7.2% |
| 30D | -23.3% | +15.8% | -39.1% | -26.1% |
| 3M | -18.6% | +35.4% | -54.0% | -24.8% |
| 6M | -26.2% | +67.1% | -93.4% | -36.1% |
| YTD | -30.2% | +54.1% | -84.3% | -38.7% |
| 1Y | -39.2% | +67.8% | -107.0% | -47.7% |
| All | -39.2% | +68.7% | -107.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling