-58.0%
NCLH vs BEN
+56.6%
-114.6%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -3.1% | -1.7% | -2.3% |
| 30D | -21.7% | +0.2% | -21.8% | -21.8% |
| 3M | -22.2% | +6.8% | -29.1% | -26.9% |
| 6M | -27.5% | +38.1% | -65.6% | -44.9% |
| YTD | -33.6% | +44.3% | -77.9% | -51.5% |
| 1Y | -45.0% | +42.6% | -87.6% | -59.6% |
| 3Y | -11.0% | +52.3% | -63.4% | -39.9% |
| 5Y | -39.7% | +37.6% | -77.4% | -55.8% |
| All | -58.0% | +56.6% | -114.6% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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