-12.1%
NCLH vs FBTC
+62.5%
-74.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.7% |
| 7D | -0.3% | +1.5% | -1.8% | -0.7% |
| 30D | -20.1% | +20.7% | -40.7% | -24.0% |
| 3M | -17.0% | +23.7% | -40.7% | -21.8% |
| 6M | -23.2% | +15.0% | -38.3% | -26.4% |
| YTD | -31.0% | -10.5% | -20.5% | -30.1% |
| 1Y | -37.3% | -30.3% | -7.0% | -31.5% |
| All | -12.1% | +62.5% | -74.6% | -24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling