+537.5%
FAST vs NCLH
-53.1%
+590.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.6% |
| 7D | +5.0% | +1.7% | +3.3% | +4.8% |
| 30D | +8.6% | +17.9% | -9.3% | +6.3% |
| 3M | +6.9% | -4.5% | +11.5% | +7.2% |
| 6M | +29.6% | +12.9% | +16.7% | +26.9% |
| YTD | +41.4% | -19.1% | +60.5% | +42.9% |
| 1Y | +38.5% | -4.6% | +43.2% | +37.1% |
| 3Y | +98.7% | +37.0% | +61.7% | +83.2% |
| 5Y | +108.0% | -29.5% | +137.6% | +98.8% |
| All | +537.5% | -53.1% | +590.6% | +550.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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