-80.9%
FIG vs NCLH
-43.1%
-37.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.3% | -2.7% |
| 7D | -14.5% | -4.6% | -9.8% | -13.8% |
| 30D | -13.3% | -19.9% | +6.6% | -10.2% |
| 3M | +7.4% | -22.0% | +29.4% | +11.9% |
| 6M | -27.8% | -28.3% | +0.5% | -23.4% |
| YTD | -41.1% | -33.5% | -7.6% | -36.5% |
| 1Y | -58.7% | -41.5% | -17.3% | -54.2% |
| All | -80.9% | -43.1% | -37.8% | -78.9% |
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