-40.2%
NCLH vs FANG
+1,173.5%
-1,213.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -4.8% | +2.9% | -7.7% | -5.9% |
| 30D | -21.7% | +2.6% | -24.3% | -22.7% |
| 3M | -22.2% | +7.6% | -29.8% | -25.6% |
| 6M | -27.5% | +17.3% | -44.8% | -34.5% |
| YTD | -33.6% | +38.7% | -72.3% | -44.6% |
| 1Y | -45.0% | +51.6% | -96.6% | -56.0% |
| 3Y | -11.0% | +50.0% | -61.0% | -30.7% |
| 5Y | -39.7% | +237.6% | -277.3% | -68.3% |
| 10Y | -57.0% | +180.7% | -237.7% | -82.4% |
| All | -40.2% | +1,173.5% | -1,213.7% | -81.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling