-5.6%
NCLH vs FE
+48.5%
-54.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | -0.3% | +0.6% | -0.9% | -0.3% |
| 30D | -20.1% | -2.1% | -17.9% | -19.9% |
| 3M | -17.0% | +2.6% | -19.7% | -17.2% |
| 6M | -23.2% | -6.8% | -16.5% | -22.7% |
| YTD | -31.0% | +6.9% | -37.9% | -31.8% |
| 1Y | -37.3% | +11.6% | -48.8% | -38.5% |
| 3Y | -5.6% | +47.7% | -53.3% | -13.2% |
| All | -5.6% | +48.5% | -54.0% | -13.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling