-26.9%
NCLH vs ETHA
-30.1%
+3.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.4% |
| 7D | -4.6% | +2.9% | -7.6% | -5.2% |
| 30D | -19.9% | +31.4% | -51.3% | -24.7% |
| 3M | -22.0% | +48.9% | -70.8% | -28.9% |
| 6M | -28.3% | +20.9% | -49.2% | -31.7% |
| YTD | -33.5% | -17.2% | -16.3% | -32.2% |
| 1Y | -41.5% | -42.8% | +1.3% | -35.2% |
| All | -26.9% | -30.1% | +3.2% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling