-41.4%
NCLH vs FANG
+232.6%
-274.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | +2.9% | -7.7% | -5.6% |
| 30D | -21.7% | +2.6% | -24.3% | -22.4% |
| 3M | -22.2% | +7.6% | -29.8% | -24.7% |
| 6M | -27.5% | +17.3% | -44.8% | -33.4% |
| YTD | -33.6% | +38.7% | -72.3% | -43.3% |
| 1Y | -45.0% | +51.6% | -96.6% | -54.9% |
| 3Y | -11.0% | +50.0% | -61.0% | -29.4% |
| All | -41.4% | +232.6% | -274.0% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling