-27.6%
NCLH vs FDS
+324.8%
-352.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.8% | -0.7% |
| 7D | +0.2% | +1.5% | -1.2% | -0.5% |
| 30D | +20.8% | +14.8% | +6.0% | +12.8% |
| 3M | -8.1% | +16.3% | -24.4% | -15.6% |
| 6M | +11.8% | +66.2% | -54.4% | -16.3% |
| YTD | -19.5% | +16.2% | -35.8% | -28.9% |
| 1Y | -3.2% | +21.8% | -25.1% | -17.1% |
| 3Y | +37.1% | -23.9% | +61.0% | +51.9% |
| 5Y | -29.9% | -23.1% | -6.8% | -23.6% |
| 10Y | -53.3% | +128.7% | -182.0% | -73.9% |
| All | -27.6% | +324.8% | -352.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling