-40.5%
NCLH vs FFIV
+100.0%
-140.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -5.9% |
| 7D | -4.6% | +3.5% | -8.1% | -6.8% |
| 30D | -19.9% | -1.3% | -18.6% | -19.7% |
| 3M | -22.0% | +2.4% | -24.3% | -24.0% |
| 6M | -28.3% | +41.8% | -70.1% | -45.1% |
| YTD | -33.5% | +58.5% | -92.0% | -54.1% |
| 1Y | -41.5% | +24.3% | -65.8% | -51.9% |
| 3Y | -8.9% | +152.0% | -160.9% | -56.9% |
| 5Y | -40.5% | +99.1% | -139.6% | -68.2% |
| All | -40.5% | +100.0% | -140.4% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling