-27.7%
NCLH vs FE
+113.7%
-141.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +19.1% | +5.2% | +13.9% | +17.0% |
| 3M | -7.5% | 0.0% | -7.5% | -7.5% |
| 6M | +1.0% | +5.0% | -4.1% | -0.9% |
| YTD | -19.7% | +7.9% | -27.6% | -22.3% |
| 1Y | -1.8% | +6.3% | -8.1% | -4.6% |
| 3Y | +36.7% | +46.0% | -9.3% | +16.3% |
| 5Y | -38.0% | +45.6% | -83.7% | -47.7% |
| 10Y | -51.6% | +109.3% | -160.9% | -59.6% |
| All | -27.7% | +113.7% | -141.4% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling