-41.4%
NCLH vs ZS
-38.5%
-2.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | -4.8% | -3.1% | -1.7% | -3.9% |
| 30D | -21.7% | -7.2% | -14.5% | -20.2% |
| 3M | -22.2% | +30.5% | -52.7% | -29.5% |
| 6M | -27.5% | +7.0% | -34.5% | -34.3% |
| YTD | -33.6% | -26.8% | -6.8% | -31.0% |
| 1Y | -45.0% | -42.6% | -2.4% | -37.5% |
| 3Y | -11.0% | -0.3% | -10.7% | -23.8% |
| All | -41.4% | -38.5% | -2.9% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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