+37.1%
NCLH vs BROS
+30.6%
+6.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -2.6% |
| 7D | +0.2% | +6.3% | -6.1% | -1.8% |
| 30D | +20.8% | -8.3% | +29.1% | +23.1% |
| 3M | -8.1% | -29.8% | +21.7% | +1.5% |
| 6M | +11.8% | -25.8% | +37.7% | +20.0% |
| YTD | -19.5% | -41.4% | +21.8% | -7.9% |
| 1Y | -3.2% | -35.2% | +31.9% | +7.4% |
| 3Y | +37.1% | +32.8% | +4.3% | +24.5% |
| All | +37.1% | +30.6% | +6.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling