-37.9%
NCLH vs BTI
+150.0%
-187.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | -20.1% | -7.0% | -13.0% | -17.2% |
| 3M | -17.0% | -6.3% | -10.7% | -14.6% |
| 6M | -23.2% | -2.0% | -21.3% | -23.5% |
| YTD | -31.0% | +0.2% | -31.2% | -32.2% |
| 1Y | -37.3% | +3.8% | -41.1% | -39.6% |
| 3Y | -5.6% | +112.1% | -117.7% | -40.7% |
| 5Y | -37.0% | +113.6% | -150.6% | -60.8% |
| 10Y | -55.3% | +69.6% | -124.9% | -71.2% |
| All | -37.9% | +150.0% | -187.9% | -65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling