+37.1%
NCLH vs FGI
-16.0%
+53.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -25.2% | +24.6% | -0.1% |
| 7D | +0.2% | -14.4% | +14.6% | +0.4% |
| 30D | +20.8% | -11.8% | +32.5% | +21.0% |
| 3M | -8.1% | -46.2% | +38.1% | -7.3% |
| 6M | +11.8% | +5.2% | +6.7% | +10.2% |
| YTD | -19.5% | +10.5% | -30.1% | -21.1% |
| 1Y | -3.2% | +25.5% | -28.7% | -5.5% |
| 3Y | +37.1% | -16.0% | +53.1% | +38.4% |
| All | +37.1% | -16.0% | +53.1% | +38.4% |
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