-10.9%
NCLH vs BAX
-33.8%
+22.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.9% | -1.6% | -2.9% |
| 7D | -4.6% | -5.1% | +0.5% | -3.0% |
| 30D | -19.9% | -12.2% | -7.8% | -16.4% |
| 3M | -22.0% | +21.8% | -43.8% | -27.5% |
| 6M | -28.3% | +36.3% | -64.6% | -36.1% |
| YTD | -33.5% | +27.8% | -61.3% | -40.3% |
| 1Y | -41.5% | -0.1% | -41.4% | -43.5% |
| All | -10.9% | -33.8% | +22.9% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling