-72.1%
NCLH vs ETSY
+129.6%
-201.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -3.0% |
| 7D | -4.6% | -12.9% | +8.3% | -1.4% |
| 30D | -19.9% | -11.5% | -8.5% | -17.7% |
| 3M | -22.0% | +3.5% | -25.5% | -22.8% |
| 6M | -28.3% | +27.6% | -55.9% | -33.0% |
| YTD | -33.5% | +28.4% | -61.9% | -38.2% |
| 1Y | -41.5% | +27.1% | -68.5% | -46.2% |
| 3Y | -8.9% | +6.0% | -14.9% | -15.1% |
| 5Y | -40.5% | -67.1% | +26.7% | -33.2% |
| 10Y | -57.0% | +421.9% | -478.9% | -71.0% |
| All | -72.1% | +129.6% | -201.7% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling