-39.2%
NCLH vs FFIV
+25.9%
-65.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -6.5% | -1.0% | -5.5% | -6.3% |
| 30D | -23.3% | -5.1% | -18.2% | -22.5% |
| 3M | -18.6% | -4.5% | -14.2% | -18.0% |
| 6M | -26.2% | +36.5% | -62.7% | -31.8% |
| YTD | -30.2% | +53.0% | -83.2% | -38.8% |
| 1Y | -39.2% | +24.2% | -63.4% | -43.0% |
| All | -39.2% | +25.9% | -65.0% | -43.0% |
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