-73.1%
NCLH vs ESTC
+19.3%
-92.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.6% |
| 7D | -6.5% | -13.2% | +6.6% | -1.7% |
| 30D | -22.1% | +9.3% | -31.4% | -25.7% |
| 3M | -18.7% | +37.3% | -56.0% | -29.1% |
| 6M | -28.4% | +61.0% | -89.4% | -42.1% |
| YTD | -34.7% | +10.7% | -45.4% | -40.2% |
| 1Y | -42.7% | -7.2% | -35.5% | -44.6% |
| 3Y | -10.6% | +7.2% | -17.8% | -27.2% |
| 5Y | -40.7% | -47.7% | +7.0% | -42.0% |
| All | -73.1% | +19.3% | -92.4% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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