-1.0%
NCLH vs BTG
+24.4%
-25.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.7% | -1.9% | +5.5% |
| 7D | +15.8% | -0.2% | +16.0% | +15.6% |
| 30D | +25.1% | -0.8% | +25.9% | +24.9% |
| 3M | -7.3% | +31.8% | -39.2% | -11.1% |
| 6M | +8.1% | +20.4% | -12.3% | +4.6% |
| YTD | -16.7% | +14.7% | -31.4% | -19.2% |
| 1Y | -1.0% | +29.4% | -30.4% | -6.3% |
| All | -1.0% | +24.4% | -25.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling