-58.0%
NCLH vs ECHO
+197.5%
-255.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.3% |
| 7D | -4.8% | +3.7% | -8.5% | -6.0% |
| 30D | -21.7% | +0.7% | -22.4% | -21.9% |
| 3M | -22.2% | -27.3% | +5.1% | -14.7% |
| 6M | -27.5% | -17.0% | -10.6% | -24.7% |
| YTD | -33.6% | -14.3% | -19.3% | -32.7% |
| 1Y | -45.0% | +20.9% | -65.9% | -50.7% |
| 3Y | -11.0% | +423.0% | -434.0% | -71.4% |
| 5Y | -39.7% | +265.7% | -305.4% | -76.1% |
| All | -58.0% | +197.5% | -255.5% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling