-39.6%
NCLH vs BEN
+38.1%
-77.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.5% | -2.0% | -2.2% |
| 7D | -4.6% | +3.4% | -8.0% | -7.3% |
| 30D | -19.9% | +1.8% | -21.7% | -21.1% |
| 3M | -22.0% | +8.4% | -30.3% | -27.4% |
| 6M | -28.3% | +35.6% | -63.9% | -44.9% |
| YTD | -33.5% | +46.4% | -79.8% | -52.2% |
| 1Y | -41.5% | +46.3% | -87.8% | -58.1% |
| 3Y | -8.9% | +54.6% | -63.5% | -39.8% |
| All | -39.6% | +38.1% | -77.7% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling