-16.8%
NCLH vs FBTC
+59.7%
-76.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.4% | -1.5% |
| 7D | -6.5% | -5.8% | -0.7% | -5.1% |
| 30D | -22.1% | +21.4% | -43.5% | -26.1% |
| 3M | -18.7% | +24.5% | -43.2% | -23.5% |
| 6M | -28.4% | +9.9% | -38.3% | -30.5% |
| YTD | -34.7% | -12.0% | -22.7% | -33.5% |
| 1Y | -42.7% | -32.3% | -10.4% | -36.9% |
| All | -16.8% | +59.7% | -76.5% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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