-45.0%
NCLH vs ET
+33.4%
-78.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.7% |
| 30D | -21.7% | +2.9% | -24.5% | -20.2% |
| 3M | -22.2% | +16.8% | -39.0% | -14.7% |
| 6M | -27.5% | +18.9% | -46.4% | -21.7% |
| YTD | -33.6% | +37.7% | -71.3% | -31.5% |
| 1Y | -45.0% | +32.4% | -77.4% | -44.8% |
| All | -45.0% | +33.4% | -78.4% | -44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling