-58.0%
NCLH vs BNY
+416.3%
-474.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -4.8% | -1.3% | -3.5% | -3.5% |
| 30D | -21.7% | -0.2% | -21.5% | -21.6% |
| 3M | -22.2% | +14.9% | -37.2% | -33.8% |
| 6M | -27.5% | +40.0% | -67.5% | -49.8% |
| YTD | -33.6% | +42.0% | -75.6% | -55.1% |
| 1Y | -45.0% | +56.9% | -101.8% | -66.6% |
| 3Y | -11.0% | +289.9% | -300.9% | -79.8% |
| 5Y | -39.7% | +259.2% | -298.9% | -85.2% |
| All | -58.0% | +416.3% | -474.3% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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