-38.3%
NCLH vs BIL
+19.4%
-57.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.1% |
| 7D | -0.3% | +0.1% | -0.3% | -0.1% |
| 30D | -20.1% | +0.3% | -20.3% | -19.4% |
| 3M | -17.0% | +0.9% | -17.9% | -14.8% |
| 6M | -23.2% | +1.8% | -25.1% | -19.4% |
| YTD | -31.0% | +2.5% | -33.5% | -27.2% |
| 1Y | -37.3% | +3.7% | -41.0% | -32.1% |
| 3Y | -5.6% | +14.1% | -19.7% | +1.1% |
| All | -38.3% | +19.4% | -57.7% | -54.2% |
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