-29.6%
NCLH vs ESTC
-52.1%
+22.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +0.2% | +2.4% | -2.2% | -0.6% |
| 30D | +20.8% | -4.2% | +25.0% | +21.8% |
| 3M | -8.1% | +2.5% | -10.6% | -10.6% |
| 6M | +11.8% | +81.5% | -69.7% | -12.2% |
| YTD | -19.5% | +16.8% | -36.4% | -27.6% |
| 1Y | -3.2% | -3.5% | +0.2% | -7.3% |
| 3Y | +37.1% | +17.7% | +19.4% | +7.7% |
| All | -29.6% | -52.1% | +22.5% | -42.2% |
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