-57.0%
NCLH vs FE
+110.4%
-167.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -19.9% | -1.2% | -18.8% | -19.6% |
| 3M | -22.0% | +1.7% | -23.6% | -22.6% |
| 6M | -28.3% | -7.5% | -20.8% | -26.1% |
| YTD | -33.5% | +6.3% | -39.8% | -35.7% |
| 1Y | -41.5% | +10.9% | -52.3% | -44.6% |
| 3Y | -8.9% | +46.9% | -55.8% | -25.8% |
| 5Y | -40.5% | +47.6% | -88.1% | -52.3% |
| 10Y | -57.0% | +114.5% | -171.4% | -61.9% |
| All | -57.0% | +110.4% | -167.3% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling