-59.0%
ZTS vs NCLH
-10.5%
-48.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.2% |
| 7D | -3.8% | -4.6% | +0.9% | -3.1% |
| 30D | -2.0% | -19.9% | +17.9% | +1.1% |
| 3M | -10.2% | -22.0% | +11.8% | -7.4% |
| 6M | -39.4% | -28.3% | -11.1% | -36.9% |
| YTD | -40.8% | -33.5% | -7.4% | -38.1% |
| 1Y | -50.1% | -41.5% | -8.7% | -47.2% |
| All | -59.0% | -10.5% | -48.5% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling