-58.7%
ZTS vs NCLH
-30.1%
-28.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +5.6% | +0.2% | +5.3% | +5.5% |
| 30D | +12.1% | +20.8% | -8.7% | +9.0% |
| 3M | +11.3% | -8.1% | +19.4% | +12.4% |
| 6M | +14.3% | +11.8% | +2.5% | +11.5% |
| YTD | -31.9% | -19.5% | -12.3% | -30.8% |
| 1Y | -29.3% | -3.2% | -26.0% | -30.1% |
| 3Y | -48.0% | +37.1% | -85.1% | -52.8% |
| All | -58.7% | -30.1% | -28.7% | -61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling