-3.2%
NCLH vs FDS
+25.7%
-28.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.6% |
| 7D | +0.2% | +1.5% | -1.2% | +0.1% |
| 30D | +20.8% | +14.8% | +6.0% | +19.6% |
| 3M | -8.1% | +16.3% | -24.4% | -9.0% |
| 6M | +11.8% | +66.2% | -54.4% | +10.0% |
| YTD | -19.5% | +16.2% | -35.8% | -13.8% |
| 1Y | -3.2% | +21.8% | -25.1% | -0.9% |
| All | -3.2% | +25.7% | -28.9% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling