+478.0%
FAST vs NCLH
-38.0%
+515.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | -6.5% | +6.1% | +0.5% |
| 30D | -0.8% | -23.3% | +22.5% | +2.4% |
| 3M | +5.8% | -18.6% | +24.4% | +8.1% |
| 6M | +8.0% | -26.2% | +34.2% | +11.3% |
| YTD | +25.6% | -30.2% | +55.9% | +29.7% |
| 1Y | +0.8% | -39.2% | +40.0% | +5.4% |
| 3Y | +86.1% | -5.1% | +91.2% | +78.8% |
| 5Y | +100.2% | -36.8% | +137.0% | +93.6% |
| 10Y | +494.2% | -56.3% | +550.5% | +454.0% |
| All | +478.0% | -38.0% | +515.9% | +431.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling