-40.5%
NCLH vs FDX
+63.0%
-103.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.6% | -1.9% | -2.4% |
| 7D | -4.6% | -2.3% | -2.3% | -3.1% |
| 30D | -19.9% | -4.9% | -15.1% | -17.2% |
| 3M | -22.0% | -6.5% | -15.5% | -18.7% |
| 6M | -28.3% | +6.7% | -35.0% | -31.8% |
| YTD | -33.5% | +33.9% | -67.3% | -45.8% |
| 1Y | -41.5% | +72.2% | -113.6% | -59.9% |
| 3Y | -8.9% | +60.2% | -69.1% | -37.9% |
| 5Y | -40.5% | +62.9% | -103.4% | -63.0% |
| All | -40.5% | +63.0% | -103.5% | -63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling