-1.0%
NCLH vs FE
+6.1%
-7.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +15.8% | +1.7% | +14.1% | +15.9% |
| 30D | +25.1% | +8.1% | +17.0% | +25.8% |
| 3M | -7.3% | -1.3% | -6.0% | -8.0% |
| 6M | +8.1% | +2.9% | +5.2% | +8.9% |
| YTD | -16.7% | +8.6% | -25.2% | -11.3% |
| 1Y | -1.0% | +6.3% | -7.4% | +4.9% |
| All | -1.0% | +6.1% | -7.1% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling