-41.4%
NCLH vs ETSY
-66.2%
+24.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.1% |
| 7D | -4.8% | -4.9% | +0.1% | -3.0% |
| 30D | -21.7% | -8.6% | -13.0% | -19.2% |
| 3M | -22.2% | +4.8% | -27.0% | -24.1% |
| 6M | -27.5% | +38.1% | -65.6% | -37.1% |
| YTD | -33.6% | +31.2% | -64.8% | -41.8% |
| 1Y | -45.0% | +22.1% | -67.1% | -51.6% |
| 3Y | -11.0% | +12.2% | -23.3% | -24.5% |
| All | -41.4% | -66.2% | +24.8% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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