-41.6%
NCLH vs FFIV
+23.9%
-65.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -4.3% |
| 7D | -4.6% | +3.5% | -8.1% | -5.3% |
| 30D | -19.9% | -1.3% | -18.6% | -19.8% |
| 3M | -22.0% | +2.4% | -24.3% | -22.4% |
| 6M | -28.3% | +41.8% | -70.1% | -34.3% |
| YTD | -33.5% | +58.5% | -92.0% | -42.1% |
| All | -41.6% | +23.9% | -65.5% | -44.7% |
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