-1.0%
NCLH vs ETHA
-31.0%
+30.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.7% | +1.1% | +6.4% |
| 7D | +15.8% | +2.1% | +13.7% | +15.6% |
| 30D | +25.1% | -10.7% | +35.8% | +25.8% |
| 3M | -7.3% | +29.0% | -36.3% | -9.0% |
| 6M | +8.1% | +2.7% | +5.5% | +7.8% |
| YTD | -16.7% | -18.7% | +2.0% | -17.8% |
| 1Y | -1.0% | -24.8% | +23.8% | -3.3% |
| All | -1.0% | -31.0% | +30.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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