-29.6%
NCLH vs BURL
-10.8%
-18.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +1.2% |
| 7D | +0.2% | -1.6% | +1.8% | +1.0% |
| 30D | +20.8% | -7.7% | +28.5% | +25.6% |
| 3M | -8.1% | -31.7% | +23.5% | +9.8% |
| 6M | +11.8% | -15.2% | +27.0% | +19.2% |
| YTD | -19.5% | -15.9% | -3.6% | -13.7% |
| 1Y | -3.2% | -14.2% | +11.0% | +1.7% |
| 3Y | +37.1% | +93.5% | -56.4% | -7.4% |
| All | -29.6% | -10.8% | -18.8% | -34.5% |
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