-41.4%
NCLH vs BG
+81.8%
-123.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.1% |
| 7D | -4.8% | +3.1% | -7.9% | -5.5% |
| 30D | -21.7% | +10.2% | -31.9% | -23.7% |
| 3M | -22.2% | -1.7% | -20.6% | -22.2% |
| 6M | -27.5% | +1.0% | -28.5% | -28.6% |
| YTD | -33.6% | +39.9% | -73.5% | -41.5% |
| 1Y | -45.0% | +53.2% | -98.2% | -53.3% |
| 3Y | -11.0% | +16.3% | -27.3% | -17.6% |
| All | -41.4% | +81.8% | -123.2% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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