-11.0%
NCLH vs FCUV
-99.2%
+88.2%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.5% | +1.7% |
| 7D | -4.8% | -66.5% | +61.7% | -4.7% |
| 30D | -21.7% | +5.0% | -26.6% | -21.8% |
| 3M | -22.2% | +63.8% | -86.0% | -22.9% |
| 6M | -27.5% | -67.8% | +40.3% | -26.9% |
| YTD | -33.6% | -82.4% | +48.8% | -32.6% |
| 1Y | -45.0% | -94.7% | +49.8% | -43.6% |
| 3Y | -11.0% | -99.3% | +88.2% | 0.0% |
| All | -11.0% | -99.2% | +88.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 3y: compounded portfolio wealth divided by compounded FCUV 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…
3y analysis · Full analysis span regression · 6 months rolling