-54.4%
NCLH vs ZETA
+235.0%
-289.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +2.1% |
| 7D | -4.8% | -3.7% | -1.1% | -3.8% |
| 30D | -21.7% | +5.7% | -27.4% | -23.2% |
| 3M | -22.2% | +50.4% | -72.7% | -31.7% |
| 6M | -27.5% | +65.5% | -93.0% | -38.9% |
| YTD | -33.6% | +48.3% | -81.9% | -43.0% |
| 1Y | -45.0% | +45.4% | -90.4% | -53.2% |
| 3Y | -11.0% | +270.8% | -281.8% | -53.3% |
| 5Y | -39.7% | +336.1% | -375.9% | -71.3% |
| All | -54.4% | +235.0% | -289.3% | -77.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling