-24.1%
NCLH vs FE
+114.1%
-138.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.2% | -0.4% | +1.6% | +1.3% |
| 30D | +22.6% | +3.6% | +19.0% | +21.1% |
| 3M | +0.6% | +0.3% | +0.3% | +0.5% |
| 6M | +13.5% | +6.4% | +7.1% | +10.9% |
| YTD | -15.7% | +8.1% | -23.8% | -18.5% |
| 1Y | 0.0% | +4.6% | -4.6% | -2.3% |
| 3Y | +42.8% | +49.1% | -6.3% | +20.5% |
| 5Y | -28.4% | +46.1% | -74.5% | -39.6% |
| 10Y | -51.0% | +122.7% | -173.7% | -59.5% |
| All | -24.1% | +114.1% | -138.2% | -33.7% |
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