-58.0%
NCLH vs BAX
-38.1%
-19.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | -4.8% | -7.9% | +3.0% | -1.8% |
| 30D | -21.7% | -11.7% | -10.0% | -17.9% |
| 3M | -22.2% | +16.2% | -38.4% | -27.2% |
| 6M | -27.5% | +32.0% | -59.5% | -35.5% |
| YTD | -33.6% | +24.7% | -58.3% | -40.5% |
| 1Y | -45.0% | -2.6% | -42.4% | -46.2% |
| 3Y | -11.0% | -35.0% | +23.9% | -0.4% |
| 5Y | -39.7% | -67.6% | +27.8% | -10.3% |
| All | -58.0% | -38.1% | -19.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling