-40.1%
NCLH vs BTG
+75.8%
-115.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.7% | -5.2% | -3.6% |
| 7D | -4.6% | +2.4% | -7.0% | -4.8% |
| 30D | -19.9% | +9.5% | -29.4% | -20.4% |
| 3M | -22.0% | +38.5% | -60.5% | -23.8% |
| 6M | -28.3% | +5.6% | -33.9% | -28.9% |
| YTD | -33.5% | +23.9% | -57.4% | -34.8% |
| 1Y | -41.5% | +32.1% | -73.6% | -43.0% |
| 3Y | -8.9% | +103.2% | -112.1% | -14.3% |
| 5Y | -40.5% | +79.7% | -120.2% | -43.8% |
| 10Y | -57.0% | +159.1% | -216.1% | -58.6% |
| All | -40.1% | +75.8% | -115.9% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling