-58.0%
NCLH vs ETR
+296.9%
-354.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | -4.8% | -1.8% | -3.0% | -3.8% |
| 30D | -21.7% | -1.8% | -19.9% | -21.0% |
| 3M | -22.2% | -3.6% | -18.7% | -20.9% |
| 6M | -27.5% | +2.6% | -30.1% | -29.6% |
| YTD | -33.6% | +16.0% | -49.6% | -40.4% |
| 1Y | -45.0% | +20.1% | -65.1% | -51.8% |
| 3Y | -11.0% | +143.6% | -154.6% | -50.9% |
| 5Y | -39.7% | +124.4% | -164.1% | -65.8% |
| All | -58.0% | +296.9% | -354.8% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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