-25.5%
NCLH vs FGI
-69.8%
+44.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.2% |
| 7D | -0.3% | +5.2% | -5.4% | -0.4% |
| 30D | -20.1% | +65.2% | -85.3% | -22.4% |
| 3M | -17.0% | +30.2% | -47.2% | -19.1% |
| 6M | -23.2% | +87.8% | -111.1% | -26.9% |
| YTD | -31.0% | +32.5% | -63.5% | -33.7% |
| 1Y | -37.3% | +93.6% | -130.9% | -41.5% |
| 3Y | -5.6% | -2.6% | -3.0% | -10.8% |
| All | -25.5% | -69.8% | +44.3% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling