-37.2%
NCLH vs FDS
+285.5%
-322.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +1.6% |
| 7D | -6.5% | -1.9% | -4.6% | -5.7% |
| 30D | -23.3% | +9.0% | -32.3% | -26.8% |
| 3M | -18.6% | +18.9% | -37.5% | -26.4% |
| 6M | -26.2% | +35.1% | -61.4% | -39.0% |
| YTD | -30.2% | +5.5% | -35.7% | -34.9% |
| 1Y | -39.2% | -16.8% | -22.3% | -35.4% |
| 3Y | -5.1% | -28.1% | +23.0% | +8.2% |
| 5Y | -36.8% | -17.4% | -19.3% | -34.3% |
| 10Y | -56.3% | +85.4% | -141.7% | -72.7% |
| All | -37.2% | +285.5% | -322.7% | -71.4% |
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