+911.5%
BE vs NCLH
-68.6%
+980.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.1% | +7.5% | +7.4% |
| 7D | +20.0% | -6.5% | +26.5% | +23.2% |
| 30D | +7.9% | -23.3% | +31.2% | +20.2% |
| 3M | -13.2% | -18.6% | +5.4% | -7.3% |
| 6M | +53.5% | -26.2% | +79.7% | +70.0% |
| YTD | +191.0% | -30.2% | +221.3% | +220.9% |
| 1Y | +360.5% | -39.2% | +399.7% | +434.5% |
| 3Y | +1,568.0% | -5.1% | +1,573.1% | +1,372.2% |
| 5Y | +1,055.2% | -36.8% | +1,091.9% | +1,028.5% |
| All | +911.5% | -68.6% | +980.1% | +849.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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