-37.9%
NCLH vs FCEL
-99.6%
+61.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +18.8% | -20.0% | -2.9% |
| 7D | -0.3% | +4.0% | -4.2% | -0.9% |
| 30D | -20.1% | -13.1% | -7.0% | -19.5% |
| 3M | -17.0% | +14.6% | -31.6% | -20.7% |
| 6M | -23.2% | +133.7% | -156.9% | -33.3% |
| YTD | -31.0% | +143.0% | -174.0% | -40.9% |
| 1Y | -37.3% | +320.9% | -358.1% | -50.0% |
| 3Y | -5.6% | -58.9% | +53.3% | -12.7% |
| 5Y | -37.0% | -89.7% | +52.7% | -35.7% |
| 10Y | -55.3% | -99.1% | +43.8% | -54.5% |
| All | -37.9% | -99.6% | +61.7% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling