-40.7%
NCLH vs FCEL
-91.3%
+50.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.9% | +4.0% | -1.0% |
| 7D | -6.5% | +6.3% | -12.8% | -7.7% |
| 30D | -22.1% | -18.8% | -3.3% | -20.4% |
| 3M | -18.7% | -3.8% | -14.9% | -23.2% |
| 6M | -28.4% | +121.1% | -149.5% | -45.4% |
| YTD | -34.7% | +113.3% | -148.0% | -51.0% |
| 1Y | -42.7% | +173.5% | -216.2% | -60.9% |
| 3Y | -10.6% | -63.9% | +53.3% | -16.0% |
| 5Y | -40.7% | -90.7% | +49.9% | -21.4% |
| All | -40.7% | -91.3% | +50.5% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling