+190.4%
ETN vs NCLH
-40.4%
+230.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.2% | +3.6% |
| 7D | +3.5% | -4.8% | +8.4% | +4.5% |
| 30D | -7.5% | -21.7% | +14.1% | -3.3% |
| 3M | +8.3% | -22.2% | +30.6% | +12.7% |
| 6M | +20.2% | -27.5% | +47.7% | +26.0% |
| YTD | +34.7% | -33.6% | +68.3% | +42.5% |
| 1Y | +19.4% | -45.0% | +64.4% | +30.2% |
| 3Y | +85.5% | -11.0% | +96.6% | +80.0% |
| All | +190.4% | -40.4% | +230.8% | +176.2% |
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