-5.6%
NCLH vs FDS
-30.4%
+24.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.2% |
| 7D | -0.3% | -5.4% | +5.1% | +0.9% |
| 30D | -20.1% | +1.6% | -21.6% | -20.4% |
| 3M | -17.0% | +17.7% | -34.8% | -19.9% |
| 6M | -23.2% | +29.1% | -52.3% | -28.0% |
| YTD | -31.0% | +1.0% | -32.0% | -29.0% |
| 1Y | -37.3% | -21.6% | -15.6% | -27.7% |
| 3Y | -5.6% | -30.1% | +24.5% | +15.2% |
| All | -5.6% | -30.4% | +24.9% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling