-58.0%
NCLH vs FCEL
-99.1%
+41.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.5% |
| 7D | -4.8% | +6.3% | -11.1% | -5.6% |
| 30D | -21.7% | -26.7% | +5.0% | -19.7% |
| 3M | -22.2% | -10.2% | -12.1% | -24.1% |
| 6M | -27.5% | +123.5% | -151.0% | -37.4% |
| YTD | -33.6% | +117.4% | -151.0% | -43.1% |
| 1Y | -45.0% | +146.0% | -191.0% | -54.3% |
| 3Y | -11.0% | -61.9% | +50.9% | -17.5% |
| 5Y | -39.7% | -90.5% | +50.8% | -37.8% |
| All | -58.0% | -99.1% | +41.2% | -55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling