-51.3%
NCLH vs BURL
+247.8%
-299.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.1% |
| 7D | +6.3% | +5.9% | +0.4% | +2.9% |
| 30D | +18.9% | -8.3% | +27.2% | +24.8% |
| 3M | -0.2% | -31.6% | +31.4% | +22.5% |
| 6M | +8.4% | -16.6% | +25.0% | +17.7% |
| YTD | -17.1% | -12.1% | -5.0% | -12.6% |
| 1Y | -2.8% | -10.0% | +7.2% | -0.3% |
| 3Y | +40.4% | +94.3% | -53.8% | -13.8% |
| 5Y | -30.8% | -13.2% | -17.5% | -35.1% |
| 10Y | -51.3% | +252.5% | -303.8% | -71.8% |
| All | -51.3% | +247.8% | -299.1% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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