-58.7%
NCLH vs FDX
+182.3%
-241.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.5% |
| 7D | -6.5% | -3.9% | -2.7% | -3.9% |
| 30D | -22.1% | -3.3% | -18.8% | -20.2% |
| 3M | -18.7% | -2.0% | -16.7% | -18.0% |
| 6M | -28.4% | +8.0% | -36.4% | -32.9% |
| YTD | -34.7% | +35.0% | -69.7% | -48.0% |
| 1Y | -42.7% | +73.7% | -116.4% | -62.1% |
| 3Y | -10.6% | +61.6% | -72.2% | -40.8% |
| 5Y | -40.7% | +65.4% | -106.1% | -62.5% |
| All | -58.7% | +182.3% | -241.0% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 10y: compounded portfolio wealth divided by compounded FDX 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…
10y analysis · Full analysis span regression · 6 months rolling