-45.0%
NCLH vs ECHO
+17.8%
-62.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -4.8% | +3.7% | -8.5% | -5.5% |
| 30D | -21.7% | +0.7% | -22.4% | -21.8% |
| 3M | -22.2% | -27.3% | +5.1% | -17.6% |
| 6M | -27.5% | -17.0% | -10.6% | -25.8% |
| YTD | -33.6% | -14.3% | -19.3% | -35.2% |
| 1Y | -45.0% | +20.9% | -65.9% | -52.8% |
| All | -45.0% | +17.8% | -62.8% | -52.8% |
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