+13.8%
FIX vs NCLH
-5.7%
+19.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -13.9% | +6.3% | -20.2% | -14.9% |
| 30D | -35.5% | +18.9% | -54.4% | -37.9% |
| 3M | -33.9% | -0.2% | -33.7% | -34.3% |
| 6M | -43.3% | +8.4% | -51.7% | -45.5% |
| YTD | +18.7% | -17.1% | +35.7% | +17.1% |
| 1Y | +13.8% | -2.8% | +16.5% | +6.7% |
| All | +13.8% | -5.7% | +19.5% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling