-58.0%
NCLH vs BTI
+73.8%
-131.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | -4.8% | -0.2% | -4.6% | -4.7% |
| 30D | -21.7% | -1.1% | -20.6% | -21.3% |
| 3M | -22.2% | -8.8% | -13.5% | -18.8% |
| 6M | -27.5% | -4.0% | -23.6% | -27.0% |
| YTD | -33.6% | +0.4% | -34.0% | -34.8% |
| 1Y | -45.0% | +1.9% | -46.9% | -46.6% |
| 3Y | -11.0% | +108.5% | -119.6% | -44.7% |
| 5Y | -39.7% | +118.5% | -158.3% | -63.8% |
| All | -58.0% | +73.8% | -131.7% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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