-39.2%
NCLH vs FE
+11.4%
-50.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | -0.2% |
| 7D | -6.5% | +1.9% | -8.4% | -6.3% |
| 30D | -23.3% | -1.2% | -22.1% | -23.4% |
| 3M | -18.6% | +3.5% | -22.1% | -17.7% |
| 6M | -26.2% | -6.1% | -20.2% | -27.4% |
| YTD | -30.2% | +7.6% | -37.9% | -28.7% |
| 1Y | -39.2% | +11.9% | -51.1% | -39.9% |
| All | -39.2% | +11.4% | -50.6% | -39.9% |
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