-11.0%
NCLH vs FANG
+45.3%
-56.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.8% | +2.9% | -7.7% | -5.2% |
| 30D | -21.7% | +2.6% | -24.3% | -22.0% |
| 3M | -22.2% | +7.6% | -29.8% | -23.5% |
| 6M | -27.5% | +17.3% | -44.8% | -31.9% |
| YTD | -33.6% | +38.7% | -72.3% | -41.6% |
| 1Y | -45.0% | +51.6% | -96.6% | -53.6% |
| 3Y | -11.0% | +50.0% | -61.0% | -24.9% |
| All | -11.0% | +45.3% | -56.3% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 3y: compounded portfolio wealth divided by compounded FANG 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…
3y analysis · Full analysis span regression · 6 months rolling