-48.1%
NCLH vs BURL
+261.4%
-309.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +0.5% |
| 7D | +2.7% | +7.7% | -5.0% | -1.4% |
| 30D | +18.4% | -7.1% | +25.5% | +23.4% |
| 3M | -4.3% | -30.3% | +26.0% | +16.2% |
| 6M | +7.9% | -15.5% | +23.5% | +16.4% |
| YTD | -17.4% | -11.0% | -6.5% | -13.6% |
| 1Y | -3.4% | -8.4% | +5.1% | -1.8% |
| 3Y | +44.4% | +96.7% | -52.2% | -11.9% |
| 5Y | -33.7% | -14.1% | -19.6% | -37.4% |
| 10Y | -48.1% | +255.1% | -303.2% | -69.9% |
| All | -48.1% | +261.4% | -309.5% | -69.9% |
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