-79.9%
FIG vs NCLH
-43.3%
-36.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.7% | +3.1% | +4.5% |
| 7D | -3.8% | -4.8% | +1.0% | -3.0% |
| 30D | -2.3% | -21.7% | +19.4% | +1.6% |
| 3M | +20.0% | -22.2% | +42.2% | +25.1% |
| 6M | -16.7% | -27.5% | +10.9% | -11.8% |
| YTD | -37.9% | -33.6% | -4.3% | -33.1% |
| 1Y | -58.5% | -45.0% | -13.6% | -53.4% |
| All | -79.9% | -43.3% | -36.7% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling