-58.0%
NCLH vs ET
+177.0%
-235.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.2% |
| 7D | -4.8% | +0.2% | -5.0% | -5.0% |
| 30D | -21.7% | +2.9% | -24.5% | -23.2% |
| 3M | -22.2% | +16.8% | -39.0% | -30.0% |
| 6M | -27.5% | +18.9% | -46.4% | -36.3% |
| YTD | -33.6% | +37.7% | -71.3% | -47.3% |
| 1Y | -45.0% | +32.4% | -77.4% | -55.3% |
| 3Y | -11.0% | +99.5% | -110.5% | -44.7% |
| 5Y | -39.7% | +244.0% | -283.7% | -73.4% |
| All | -58.0% | +177.0% | -235.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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