-52.6%
NCLH vs ZETA
+241.7%
-294.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -0.3% | -2.4% | +2.2% | +0.3% |
| 30D | -20.1% | +15.6% | -35.6% | -23.7% |
| 3M | -17.0% | +41.5% | -58.5% | -25.8% |
| 6M | -23.2% | +63.4% | -86.7% | -35.1% |
| YTD | -31.0% | +51.3% | -82.4% | -41.1% |
| 1Y | -37.3% | +65.8% | -103.1% | -48.7% |
| 3Y | -5.6% | +279.2% | -284.8% | -50.7% |
| 5Y | -37.0% | +341.8% | -378.7% | -70.1% |
| All | -52.6% | +241.7% | -294.4% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling