-58.0%
NCLH vs BB
+1.6%
-59.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.2% |
| 7D | -4.8% | -0.4% | -4.4% | -4.7% |
| 30D | -21.7% | -12.5% | -9.1% | -18.8% |
| 3M | -22.2% | -17.4% | -4.8% | -19.8% |
| 6M | -27.5% | +119.1% | -146.7% | -46.3% |
| YTD | -33.6% | +102.4% | -136.0% | -49.6% |
| 1Y | -45.0% | +98.2% | -143.2% | -58.6% |
| 3Y | -11.0% | +46.9% | -58.0% | -31.9% |
| 5Y | -39.7% | -26.4% | -13.3% | -45.2% |
| All | -58.0% | +1.6% | -59.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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