-29.5%
NCLH vs FDS
-23.2%
-6.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.7% |
| 7D | +1.7% | -2.6% | +4.3% | +2.6% |
| 30D | +17.9% | +14.1% | +3.8% | +12.4% |
| 3M | -4.5% | +19.8% | -24.3% | -11.3% |
| 6M | +12.9% | +55.0% | -42.1% | -6.8% |
| YTD | -19.1% | +15.9% | -35.0% | -23.5% |
| 1Y | -4.6% | +24.2% | -28.8% | -13.9% |
| 3Y | +37.0% | -24.0% | +61.1% | +64.8% |
| 5Y | -29.5% | -23.3% | -6.2% | -23.8% |
| All | -29.5% | -23.2% | -6.3% | -23.8% |
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