-37.2%
NCLH vs FE
+113.1%
-150.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.1% |
| 7D | -6.5% | +1.9% | -8.4% | -7.1% |
| 30D | -23.3% | -1.2% | -22.1% | -23.0% |
| 3M | -18.6% | +3.5% | -22.1% | -19.7% |
| 6M | -26.2% | -6.1% | -20.2% | -24.8% |
| YTD | -30.2% | +7.6% | -37.9% | -32.5% |
| 1Y | -39.2% | +11.9% | -51.1% | -42.0% |
| 3Y | -5.1% | +48.4% | -53.5% | -19.9% |
| 5Y | -36.8% | +44.8% | -81.6% | -46.6% |
| 10Y | -56.3% | +115.9% | -172.2% | -63.7% |
| All | -37.2% | +113.1% | -150.3% | -45.1% |
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