-79.1%
FIG vs NCLH
-40.4%
-38.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.2% | -4.3% |
| 7D | -16.3% | -6.5% | -9.8% | -15.4% |
| 30D | -14.3% | -23.3% | +9.0% | -10.5% |
| 3M | +7.2% | -18.6% | +25.8% | +10.9% |
| 6M | -18.6% | -26.2% | +7.6% | -14.1% |
| YTD | -35.5% | -30.2% | -5.2% | -31.0% |
| 1Y | -55.8% | -39.2% | -16.6% | -51.6% |
| All | -79.1% | -40.4% | -38.7% | -77.1% |
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