-35.5%
NCLH vs FE
+47.5%
-83.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +19.1% | +5.2% | +13.9% | +17.4% |
| 3M | -7.5% | 0.0% | -7.5% | -7.5% |
| 6M | +1.0% | +5.0% | -4.1% | -0.5% |
| YTD | -19.7% | +7.9% | -27.6% | -21.9% |
| 1Y | -1.8% | +6.3% | -8.1% | -4.1% |
| 3Y | +36.7% | +46.0% | -9.3% | +16.7% |
| All | -35.5% | +47.5% | -83.0% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling