-29.6%
NCLH vs BROS
-43.5%
+13.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -2.9% |
| 7D | +0.2% | +6.3% | -6.1% | -2.1% |
| 30D | +20.8% | -8.3% | +29.1% | +23.4% |
| 3M | -8.1% | -29.8% | +21.7% | +3.2% |
| 6M | +11.8% | -25.8% | +37.7% | +21.2% |
| YTD | -19.5% | -41.4% | +21.8% | -5.7% |
| 1Y | -3.2% | -35.2% | +31.9% | +9.2% |
| 3Y | +37.1% | +32.8% | +4.3% | +6.3% |
| All | -29.6% | -43.5% | +13.9% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling