-41.5%
NCLH vs FE
+11.4%
-52.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.6% |
| 7D | -4.6% | -0.2% | -4.5% | -4.6% |
| 30D | -19.9% | -1.2% | -18.8% | -20.0% |
| 3M | -22.0% | +1.7% | -23.6% | -21.3% |
| 6M | -28.3% | -7.5% | -20.8% | -29.7% |
| YTD | -33.5% | +6.3% | -39.8% | -31.9% |
| 1Y | -41.5% | +10.9% | -52.3% | -41.4% |
| All | -41.5% | +11.4% | -52.9% | -41.4% |
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