-40.5%
NCLH vs ESTC
-46.4%
+5.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -2.8% |
| 7D | -4.6% | -3.3% | -1.3% | -3.7% |
| 30D | -19.9% | +13.4% | -33.4% | -24.3% |
| 3M | -22.0% | +41.3% | -63.3% | -31.9% |
| 6M | -28.3% | +62.6% | -90.9% | -41.3% |
| YTD | -33.5% | +14.8% | -48.2% | -39.2% |
| 1Y | -41.5% | -5.1% | -36.4% | -43.4% |
| 3Y | -8.9% | +11.2% | -20.1% | -26.2% |
| 5Y | -40.5% | -47.0% | +6.5% | -51.1% |
| All | -40.5% | -46.4% | +5.9% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling