-5.6%
NCLH vs ESTC
+11.7%
-17.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.5% | -0.3% |
| 7D | -0.3% | -4.3% | +4.0% | +0.6% |
| 30D | -20.1% | +17.7% | -37.8% | -23.6% |
| 3M | -17.0% | +42.3% | -59.3% | -24.4% |
| 6M | -23.2% | +64.6% | -87.8% | -33.1% |
| YTD | -31.0% | +17.2% | -48.3% | -35.1% |
| 1Y | -37.3% | -4.2% | -33.1% | -38.1% |
| 3Y | -5.6% | +13.5% | -19.1% | -16.0% |
| All | -5.6% | +11.7% | -17.3% | -16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling