-29.6%
NCLH vs ECHO
+227.9%
-257.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECHO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.2% | +5.7% | -5.5% | -0.9% |
| 30D | +20.8% | +13.8% | +7.0% | +17.5% |
| 3M | -8.1% | +9.1% | -17.2% | -10.0% |
| 6M | +11.8% | -24.9% | +36.8% | +16.9% |
| YTD | -19.5% | -8.0% | -11.5% | -20.1% |
| 1Y | -3.2% | +42.9% | -46.1% | -12.1% |
| 3Y | +37.1% | +926.7% | -889.6% | -41.8% |
| All | -29.6% | +227.9% | -257.5% | -37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling