+899.1%
ETN vs NCLH
-42.0%
+941.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.1% |
| 7D | +3.0% | -6.5% | +9.6% | +4.5% |
| 30D | -10.9% | -22.1% | +11.2% | -6.3% |
| 3M | +9.2% | -18.7% | +27.9% | +13.1% |
| 6M | +13.9% | -28.4% | +42.3% | +20.5% |
| YTD | +29.5% | -34.7% | +64.3% | +38.6% |
| 1Y | +14.2% | -42.7% | +56.9% | +24.7% |
| 3Y | +79.9% | -10.6% | +90.5% | +72.4% |
| 5Y | +175.7% | -40.7% | +216.4% | +167.0% |
| 10Y | +693.2% | -57.8% | +751.0% | +563.7% |
| All | +899.1% | -42.0% | +941.1% | +681.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling