-1.0%
NCLH vs FCEL
+32.6%
-33.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.0% | +12.8% | +6.9% |
| 7D | +15.8% | -14.9% | +30.7% | +16.3% |
| 30D | +25.1% | -41.7% | +66.8% | +27.0% |
| 3M | -7.3% | -53.2% | +45.8% | -5.6% |
| 6M | +8.1% | -19.0% | +27.2% | +7.5% |
| YTD | -16.7% | +44.2% | -60.9% | -20.0% |
| 1Y | -1.0% | +42.4% | -43.4% | -6.8% |
| All | -1.0% | +32.6% | -33.6% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling