+4.1%
FAST vs NCLH
-39.6%
+43.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -0.8% |
| 7D | +1.8% | -4.6% | +6.4% | +2.3% |
| 30D | -6.4% | -19.9% | +13.5% | -4.4% |
| 3M | +5.3% | -22.0% | +27.3% | +7.6% |
| 6M | +5.4% | -28.3% | +33.7% | +7.8% |
| YTD | +23.6% | -33.5% | +57.0% | +26.1% |
| 1Y | +4.1% | -41.5% | +45.5% | +4.9% |
| All | +4.1% | -39.6% | +43.7% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling