-58.0%
NCLH vs BLDR
+383.3%
-441.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.3% |
| 7D | -4.8% | -8.2% | +3.4% | -0.1% |
| 30D | -21.7% | -16.6% | -5.0% | -13.3% |
| 3M | -22.2% | -23.2% | +0.9% | -10.9% |
| 6M | -27.5% | -33.7% | +6.2% | -9.8% |
| YTD | -33.6% | -41.3% | +7.7% | -12.6% |
| 1Y | -45.0% | -58.8% | +13.8% | -11.8% |
| 3Y | -11.0% | -57.5% | +46.4% | +27.7% |
| 5Y | -39.7% | +12.9% | -52.6% | -55.8% |
| All | -58.0% | +383.3% | -441.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 10y: compounded portfolio wealth divided by compounded BLDR 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…
10y analysis · Full analysis span regression · 6 months rolling