-56.6%
NCLH vs FE
+126.1%
-182.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -1.0% |
| 7D | +0.2% | +1.2% | -1.0% | -0.3% |
| 30D | +20.8% | +4.5% | +16.2% | +18.5% |
| 3M | -8.1% | +1.3% | -9.5% | -8.7% |
| 6M | +11.8% | +8.7% | +3.2% | +7.7% |
| YTD | -19.5% | +9.2% | -28.8% | -23.2% |
| 1Y | -3.2% | +7.0% | -10.2% | -6.9% |
| 3Y | +37.1% | +51.4% | -14.3% | +10.0% |
| 5Y | -29.9% | +47.7% | -77.6% | -43.9% |
| All | -56.6% | +126.1% | -182.7% | -61.8% |
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