-39.2%
NCLH vs ECHO
+40.1%
-79.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -6.5% | +3.4% | -9.9% | -6.9% |
| 30D | -23.3% | +2.4% | -25.7% | -23.5% |
| 3M | -18.6% | -28.0% | +9.3% | -15.4% |
| 6M | -26.2% | -21.2% | -5.0% | -24.4% |
| YTD | -30.2% | -17.4% | -12.9% | -29.9% |
| 1Y | -39.2% | +33.6% | -72.7% | -39.2% |
| All | -39.2% | +40.1% | -79.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ECHO.
Daily Out/Under-Performance
Portfolio return minus ECHO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECHO 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 1y: compounded portfolio wealth divided by compounded ECHO 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…
1y analysis · Full analysis span regression · 6 months rolling