+36.7%
NCLH vs FGI
+1.5%
+35.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +2.0% | -7.0% | +8.9% | +2.1% |
| 30D | +19.1% | -4.2% | +23.3% | +19.1% |
| 3M | -7.5% | +55.6% | -63.1% | -9.2% |
| 6M | +1.0% | -3.2% | +4.1% | -0.4% |
| YTD | -19.7% | +29.1% | -48.8% | -21.5% |
| 1Y | -1.8% | +51.0% | -52.7% | -4.3% |
| 3Y | +36.7% | +1.5% | +35.2% | +37.2% |
| All | +36.7% | +1.5% | +35.2% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling