-64.1%
NCLH vs FCUV
-95.9%
+31.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.0% | +3.5% | -3.5% |
| 7D | -4.6% | -63.8% | +59.1% | -4.5% |
| 30D | -19.9% | -14.7% | -5.3% | -20.0% |
| 3M | -22.0% | +65.3% | -87.3% | -22.8% |
| 6M | -28.3% | -68.5% | +40.2% | -28.8% |
| YTD | -33.5% | -83.0% | +49.6% | -33.8% |
| 1Y | -41.5% | -94.4% | +52.9% | -41.7% |
| 3Y | -8.9% | -99.3% | +90.4% | -9.2% |
| 5Y | -40.5% | -99.9% | +59.4% | -40.6% |
| 10Y | -57.0% | -98.6% | +41.7% | -56.9% |
| All | -64.1% | -95.9% | +31.8% | -63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling