+67.7%
FERG vs NCLH
-40.4%
+108.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -2.6% | -4.8% | +2.2% | -1.6% |
| 30D | -8.9% | -21.7% | +12.8% | -4.5% |
| 3M | -2.0% | -22.2% | +20.2% | +2.5% |
| 6M | -3.2% | -27.5% | +24.3% | +2.1% |
| YTD | +1.5% | -33.6% | +35.1% | +8.1% |
| 1Y | +0.5% | -45.0% | +45.5% | +10.4% |
| 3Y | +50.4% | -11.0% | +61.5% | +45.1% |
| All | +67.7% | -40.4% | +108.1% | +59.6% |
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 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