-40.1%
NCLH vs BND
+27.2%
-67.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.2% |
| 7D | -4.6% | -0.1% | -4.5% | -4.4% |
| 30D | -19.9% | -0.2% | -19.7% | -19.6% |
| 3M | -22.0% | -0.7% | -21.3% | -21.0% |
| 6M | -28.3% | -1.7% | -26.6% | -26.2% |
| YTD | -33.5% | -0.5% | -32.9% | -32.4% |
| 1Y | -41.5% | +0.4% | -41.8% | -41.2% |
| 3Y | -8.9% | +13.1% | -22.0% | -21.8% |
| 5Y | -40.5% | -2.1% | -38.4% | -37.7% |
| 10Y | -57.0% | +15.7% | -72.7% | -52.4% |
| All | -40.1% | +27.2% | -67.3% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling