-40.1%
NCLH vs ET
+389.2%
-429.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.3% | -3.8% |
| 7D | -4.6% | +0.6% | -5.3% | -4.9% |
| 30D | -19.9% | +5.3% | -25.2% | -21.5% |
| 3M | -22.0% | +15.6% | -37.6% | -26.2% |
| 6M | -28.3% | +20.6% | -48.9% | -33.6% |
| YTD | -33.5% | +38.5% | -72.0% | -41.6% |
| 1Y | -41.5% | +35.7% | -77.2% | -48.2% |
| 3Y | -8.9% | +98.4% | -107.3% | -29.1% |
| 5Y | -40.5% | +245.3% | -285.7% | -61.1% |
| 10Y | -57.0% | +173.7% | -230.7% | -72.3% |
| All | -40.1% | +389.2% | -429.3% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling