+106.8%
FAST vs NCLH
-38.4%
+145.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | +1.3% | -0.3% | +1.6% | +1.3% |
| 30D | -4.7% | -20.1% | +15.3% | -2.1% |
| 3M | +7.9% | -17.0% | +25.0% | +10.1% |
| 6M | +7.4% | -23.2% | +30.7% | +10.2% |
| YTD | +25.1% | -31.0% | +56.1% | +29.3% |
| 1Y | +4.7% | -37.3% | +42.0% | +9.1% |
| 3Y | +94.7% | -5.6% | +100.3% | +86.4% |
| 5Y | +106.8% | -37.0% | +143.7% | +93.2% |
| All | +106.8% | -38.4% | +145.2% | +93.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling