-37.2%
NCLH vs FFIV
+297.7%
-334.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -6.5% | -1.0% | -5.5% | -6.0% |
| 30D | -23.3% | -5.1% | -18.2% | -21.3% |
| 3M | -18.6% | -4.5% | -14.2% | -17.2% |
| 6M | -26.2% | +36.5% | -62.7% | -39.9% |
| YTD | -30.2% | +53.0% | -83.2% | -47.8% |
| 1Y | -39.2% | +24.2% | -63.4% | -48.7% |
| 3Y | -5.1% | +137.2% | -142.3% | -45.5% |
| 5Y | -36.8% | +91.8% | -128.5% | -59.4% |
| 10Y | -56.3% | +215.2% | -271.5% | -78.4% |
| All | -37.2% | +297.7% | -334.9% | -71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling