+1,046.7%
FIX vs NCLH
-34.4%
+1,081.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.8% | +6.6% | +8.7% |
| 7D | -7.2% | +2.7% | -10.0% | -8.0% |
| 30D | -35.1% | +18.4% | -53.5% | -38.0% |
| 3M | -34.3% | -4.3% | -30.0% | -34.0% |
| 6M | -42.9% | +7.9% | -50.8% | -44.9% |
| YTD | +19.5% | -17.4% | +36.9% | +21.5% |
| 1Y | +16.8% | -3.4% | +20.1% | +13.8% |
| 3Y | +506.7% | +44.4% | +462.3% | +429.2% |
| 5Y | +1,046.7% | -33.7% | +1,080.4% | +1,004.4% |
| All | +1,046.7% | -34.4% | +1,081.1% | +1,004.4% |
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