-40.5%
NCLH vs FDS
-23.5%
-17.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.4% | -0.1% | -2.3% |
| 7D | -4.6% | -8.8% | +4.2% | -1.5% |
| 30D | -19.9% | -1.4% | -18.6% | -19.8% |
| 3M | -22.0% | +13.9% | -35.8% | -26.2% |
| 6M | -28.3% | +27.4% | -55.7% | -36.3% |
| YTD | -33.5% | -2.5% | -31.0% | -32.8% |
| 1Y | -41.5% | -23.8% | -17.7% | -32.1% |
| 3Y | -8.9% | -32.5% | +23.6% | +11.4% |
| 5Y | -40.5% | -23.2% | -17.3% | -22.9% |
| All | -40.5% | -23.5% | -17.0% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling