-40.1%
NCLH vs ETR
+487.7%
-527.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.3% | -2.9% |
| 7D | -4.6% | +0.4% | -5.0% | -4.8% |
| 30D | -19.9% | +2.0% | -22.0% | -20.8% |
| 3M | -22.0% | -1.7% | -20.3% | -21.6% |
| 6M | -28.3% | +3.6% | -31.9% | -30.3% |
| YTD | -33.5% | +18.0% | -51.5% | -39.8% |
| 1Y | -41.5% | +26.2% | -67.7% | -48.9% |
| 3Y | -8.9% | +148.0% | -156.9% | -44.8% |
| 5Y | -40.5% | +126.1% | -166.5% | -62.7% |
| 10Y | -57.0% | +302.3% | -359.2% | -75.8% |
| All | -40.1% | +487.7% | -527.8% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling