-29.6%
NCLH vs FFIV
+35.3%
-64.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.0% |
| 7D | +0.2% | -0.5% | +0.8% | +0.5% |
| 30D | +20.8% | -32.4% | +53.2% | +47.3% |
| 3M | -8.1% | -25.7% | +17.6% | +4.5% |
| 6M | +11.8% | -13.5% | +25.3% | +13.2% |
| YTD | -19.5% | +21.1% | -40.6% | -38.4% |
| 1Y | -3.2% | +29.4% | -32.7% | -29.9% |
| 3Y | +37.1% | +94.9% | -57.8% | -30.2% |
| All | -29.6% | +35.3% | -64.9% | -57.6% |
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