-28.3%
NCLH vs BTG
+8.1%
-36.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.8% |
| 7D | -4.6% | +2.4% | -7.0% | -5.0% |
| 30D | -19.9% | +9.5% | -29.4% | -21.2% |
| 3M | -22.0% | +38.5% | -60.5% | -26.9% |
| 6M | -28.3% | +5.6% | -33.9% | -27.6% |
| All | -28.3% | +8.1% | -36.4% | -27.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling