-1.0%
NCLH vs FFIV
+33.5%
-34.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.8% |
| 7D | +15.8% | -9.8% | +25.6% | +16.5% |
| 30D | +25.1% | -28.1% | +53.2% | +27.2% |
| 3M | -7.3% | -20.0% | +12.7% | -6.6% |
| 6M | +8.1% | -0.1% | +8.2% | +7.5% |
| YTD | -16.7% | +29.2% | -45.8% | -20.8% |
| 1Y | -1.0% | +36.6% | -37.6% | -8.2% |
| All | -1.0% | +33.5% | -34.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling