-13.8%
NCLH vs BTSG
+416.6%
-430.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.2% |
| 7D | -4.6% | +2.9% | -7.5% | -5.5% |
| 30D | -19.9% | +0.9% | -20.8% | -20.4% |
| 3M | -22.0% | +1.6% | -23.6% | -23.8% |
| 6M | -28.3% | +46.8% | -75.1% | -39.0% |
| YTD | -33.5% | +65.5% | -99.0% | -45.9% |
| 1Y | -41.5% | +136.2% | -177.7% | -57.8% |
| All | -13.8% | +416.6% | -430.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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