-58.0%
NCLH vs BND
+15.0%
-72.9%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -4.8% | -1.0% | -3.8% | -3.1% |
| 30D | -21.7% | -1.1% | -20.5% | -20.1% |
| 3M | -22.2% | -1.9% | -20.4% | -19.5% |
| 6M | -27.5% | -1.6% | -25.9% | -24.9% |
| YTD | -33.6% | -1.2% | -32.4% | -31.5% |
| 1Y | -45.0% | -0.7% | -44.2% | -43.7% |
| 3Y | -11.0% | +12.5% | -23.6% | -26.5% |
| 5Y | -39.7% | -2.5% | -37.2% | -33.2% |
| All | -58.0% | +15.0% | -72.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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