-28.4%
NCLH vs BIL
+19.8%
-48.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.2% | +0.1% | +1.1% | +1.5% |
| 30D | +22.6% | 0.0% | +22.6% | +22.3% |
| 3M | +0.6% | +0.6% | 0.0% | +2.0% |
| 6M | +13.5% | +1.5% | +12.0% | +18.4% |
| YTD | -15.7% | +2.8% | -18.5% | -10.2% |
| 1Y | 0.0% | +3.3% | -3.3% | +7.6% |
| 3Y | +42.8% | +13.4% | +29.4% | +56.8% |
| 5Y | -28.4% | +19.8% | -48.3% | -45.4% |
| All | -28.4% | +19.8% | -48.3% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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