-37.9%
NCLH vs FDX
+366.1%
-404.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | +0.6% |
| 7D | -0.3% | -3.3% | +3.0% | +2.0% |
| 30D | -20.1% | -1.4% | -18.7% | -19.4% |
| 3M | -17.0% | -4.5% | -12.5% | -14.8% |
| 6M | -23.2% | +9.4% | -32.7% | -28.4% |
| YTD | -31.0% | +36.0% | -67.1% | -44.7% |
| 1Y | -37.3% | +75.5% | -112.8% | -57.9% |
| 3Y | -5.6% | +62.8% | -68.4% | -36.1% |
| 5Y | -37.0% | +64.4% | -101.4% | -58.7% |
| 10Y | -55.3% | +175.5% | -230.7% | -81.1% |
| All | -37.9% | +366.1% | -404.1% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling