-27.6%
NCLH vs FDX
+382.9%
-410.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.6% |
| 7D | +0.2% | +5.2% | -5.0% | -3.2% |
| 30D | +20.8% | +11.3% | +9.5% | +12.4% |
| 3M | -8.1% | -4.1% | -4.0% | -5.5% |
| 6M | +11.8% | +9.6% | +2.2% | +4.4% |
| YTD | -19.5% | +40.9% | -60.4% | -37.0% |
| 1Y | -3.2% | +53.0% | -56.3% | -28.4% |
| 3Y | +37.1% | +74.1% | -37.0% | -11.3% |
| 5Y | -29.9% | +75.1% | -105.0% | -55.7% |
| 10Y | -53.3% | +156.9% | -210.2% | -79.8% |
| All | -27.6% | +382.9% | -410.4% | -75.0% |
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