-40.7%
NCLH vs ETR
+123.0%
-163.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.5% | -1.4% |
| 7D | -6.5% | -1.9% | -4.6% | -5.9% |
| 30D | -22.1% | -0.2% | -21.9% | -22.1% |
| 3M | -18.7% | -3.7% | -15.0% | -17.8% |
| 6M | -28.4% | +2.1% | -30.5% | -29.5% |
| YTD | -34.7% | +16.5% | -51.2% | -39.3% |
| 1Y | -42.7% | +22.5% | -65.2% | -47.9% |
| 3Y | -10.6% | +144.7% | -155.3% | -37.4% |
| 5Y | -40.7% | +125.2% | -166.0% | -59.6% |
| All | -40.7% | +123.0% | -163.8% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling