-58.0%
NCLH vs BTG
+159.3%
-217.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.7% |
| 7D | -4.8% | -3.8% | -1.1% | -4.3% |
| 30D | -21.7% | +3.6% | -25.3% | -22.1% |
| 3M | -22.2% | +32.0% | -54.3% | -25.6% |
| 6M | -27.5% | +3.4% | -30.9% | -28.6% |
| YTD | -33.6% | +20.8% | -54.4% | -36.4% |
| 1Y | -45.0% | +22.4% | -67.4% | -47.7% |
| 3Y | -11.0% | +91.7% | -102.8% | -22.3% |
| 5Y | -39.7% | +79.0% | -118.7% | -47.4% |
| All | -58.0% | +159.3% | -217.2% | -63.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling