-58.0%
NCLH vs BN
+265.2%
-323.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.2% |
| 7D | -4.8% | -5.2% | +0.4% | +0.7% |
| 30D | -21.7% | -14.5% | -7.2% | -7.4% |
| 3M | -22.2% | -15.0% | -7.3% | -7.9% |
| 6M | -27.5% | -5.4% | -22.1% | -23.3% |
| YTD | -33.6% | -16.4% | -17.2% | -20.6% |
| 1Y | -45.0% | -16.2% | -28.7% | -35.1% |
| 3Y | -11.0% | +67.5% | -78.6% | -53.2% |
| 5Y | -39.7% | +34.1% | -73.9% | -59.0% |
| All | -58.0% | +265.2% | -323.1% | -85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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