-39.6%
NCLH vs ZETA
+350.7%
-390.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.2% |
| 7D | -4.6% | -0.1% | -4.6% | -4.7% |
| 30D | -19.9% | +10.5% | -30.4% | -22.6% |
| 3M | -22.0% | +44.3% | -66.3% | -30.7% |
| 6M | -28.3% | +59.4% | -87.7% | -39.1% |
| YTD | -33.5% | +49.5% | -83.0% | -43.2% |
| 1Y | -41.5% | +62.7% | -104.1% | -52.1% |
| 3Y | -8.9% | +274.6% | -283.5% | -53.5% |
| All | -39.6% | +350.7% | -390.3% | -71.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling