+55.7%
ZTS vs NCLH
-56.9%
+112.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | 0.0% |
| 7D | -3.7% | -4.8% | +1.1% | -3.2% |
| 30D | -0.8% | -21.7% | +20.9% | +2.1% |
| 3M | -9.7% | -22.2% | +12.5% | -7.3% |
| 6M | -38.4% | -27.5% | -10.9% | -36.4% |
| YTD | -41.1% | -33.6% | -7.5% | -38.9% |
| 1Y | -50.6% | -45.0% | -5.6% | -47.7% |
| 3Y | -59.1% | -11.0% | -48.1% | -60.1% |
| 5Y | -62.7% | -39.7% | -23.0% | -63.5% |
| All | +55.7% | -56.9% | +112.7% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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