+93.7%
FAST vs NCLH
+28.8%
+64.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.1% | +2.0% | +0.1% | +1.8% |
| 30D | +6.9% | +19.1% | -12.2% | +4.5% |
| 3M | +4.8% | -7.5% | +12.3% | +5.5% |
| 6M | +19.8% | +1.0% | +18.8% | +18.9% |
| YTD | +34.9% | -19.7% | +54.6% | +36.3% |
| 1Y | +32.8% | -1.8% | +34.5% | +30.6% |
| 3Y | +93.7% | +36.7% | +57.1% | +79.6% |
| All | +93.7% | +28.8% | +64.9% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling