-40.1%
NCLH vs BG
+130.7%
-170.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -4.6% | +0.5% | -5.1% | -5.0% |
| 30D | -19.9% | +10.3% | -30.3% | -23.9% |
| 3M | -22.0% | -1.9% | -20.1% | -22.4% |
| 6M | -28.3% | +5.2% | -33.5% | -32.0% |
| YTD | -33.5% | +41.2% | -74.6% | -46.1% |
| 1Y | -41.5% | +50.5% | -92.0% | -54.7% |
| 3Y | -8.9% | +19.9% | -28.8% | -22.9% |
| 5Y | -40.5% | +86.7% | -127.2% | -62.8% |
| 10Y | -57.0% | +167.5% | -224.4% | -80.5% |
| All | -40.1% | +130.7% | -170.8% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling