-29.6%
NCLH vs BEN
+28.2%
-57.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | +0.2% | +6.8% | -6.6% | -5.4% |
| 30D | +20.8% | +18.0% | +2.8% | +4.9% |
| 3M | -8.1% | +7.5% | -15.6% | -13.8% |
| 6M | +11.8% | +14.7% | -2.9% | -1.4% |
| YTD | -19.5% | +56.1% | -75.6% | -46.2% |
| 1Y | -3.2% | +69.6% | -72.8% | -39.7% |
| 3Y | +37.1% | +87.7% | -50.6% | -26.8% |
| All | -29.6% | +28.2% | -57.8% | -42.2% |
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