+85.5%
ETN vs NCLH
-10.7%
+96.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.6% |
| 7D | +3.5% | -4.8% | +8.4% | +4.6% |
| 30D | -7.5% | -21.7% | +14.1% | -2.6% |
| 3M | +8.3% | -22.2% | +30.6% | +13.3% |
| 6M | +20.2% | -27.5% | +47.7% | +26.8% |
| YTD | +34.7% | -33.6% | +68.3% | +43.5% |
| 1Y | +19.4% | -45.0% | +64.4% | +32.0% |
| 3Y | +85.5% | -11.0% | +96.6% | +78.9% |
| All | +85.5% | -10.7% | +96.2% | +78.9% |
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