-58.0%
NCLH vs BNS
+188.9%
-246.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +0.8% |
| 7D | -4.8% | -0.4% | -4.4% | -4.3% |
| 30D | -21.7% | +3.5% | -25.1% | -26.0% |
| 3M | -22.2% | +14.1% | -36.3% | -36.7% |
| 6M | -27.5% | +33.8% | -61.3% | -52.7% |
| YTD | -33.6% | +29.5% | -63.1% | -54.7% |
| 1Y | -45.0% | +48.4% | -93.4% | -69.4% |
| 3Y | -11.0% | +129.6% | -140.6% | -74.7% |
| 5Y | -39.7% | +96.1% | -135.8% | -78.0% |
| All | -58.0% | +188.9% | -246.8% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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