-37.9%
NCLH vs BEN
+35.7%
-73.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +4.7% | -4.9% | -3.8% |
| 30D | -20.1% | +2.6% | -22.7% | -21.6% |
| 3M | -17.0% | +11.5% | -28.5% | -24.1% |
| 6M | -23.2% | +35.3% | -58.6% | -39.7% |
| YTD | -31.0% | +48.6% | -79.7% | -49.6% |
| 1Y | -37.3% | +46.7% | -83.9% | -53.9% |
| 3Y | -5.6% | +57.0% | -62.6% | -35.7% |
| 5Y | -37.0% | +41.8% | -78.8% | -53.4% |
| 10Y | -55.3% | +55.2% | -110.5% | -72.5% |
| All | -37.9% | +35.7% | -73.6% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling