-28.4%
NCLH vs BURL
-9.5%
-18.9%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.2% |
| 7D | +1.2% | -0.8% | +2.0% | +1.6% |
| 30D | +22.6% | -4.4% | +27.0% | +25.3% |
| 3M | +0.6% | -28.6% | +29.2% | +17.7% |
| 6M | +13.5% | -12.3% | +25.8% | +19.0% |
| YTD | -15.7% | -11.3% | -4.4% | -11.9% |
| 1Y | 0.0% | -10.4% | +10.4% | +2.9% |
| 3Y | +42.8% | +96.1% | -53.3% | -4.0% |
| 5Y | -28.4% | -5.0% | -23.4% | -35.2% |
| All | -28.4% | -9.5% | -18.9% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling