-58.7%
NCLH vs FDS
+66.9%
-125.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | +0.9% |
| 7D | -6.5% | -16.0% | +9.4% | +1.4% |
| 30D | -22.1% | -6.7% | -15.4% | -19.8% |
| 3M | -18.7% | +6.0% | -24.7% | -22.2% |
| 6M | -28.4% | +25.1% | -53.5% | -38.6% |
| YTD | -34.7% | -8.1% | -26.6% | -34.6% |
| 1Y | -42.7% | -26.0% | -16.7% | -35.4% |
| 3Y | -10.6% | -36.4% | +25.8% | +8.7% |
| 5Y | -40.7% | -27.7% | -13.0% | -34.1% |
| All | -58.7% | +66.9% | -125.5% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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