-10.4%
NCLH vs FGI
-70.0%
+59.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.4% |
| 7D | +6.3% | -4.1% | +10.4% | +6.4% |
| 30D | +18.9% | -3.4% | +22.2% | +19.0% |
| 3M | -0.2% | +61.8% | -62.0% | -3.2% |
| 6M | +8.4% | +17.0% | -8.7% | +5.7% |
| YTD | -17.1% | +31.4% | -48.5% | -20.3% |
| 1Y | -2.8% | +42.7% | -45.5% | -7.4% |
| 3Y | +40.4% | -0.1% | +40.6% | +32.4% |
| All | -10.4% | -70.0% | +59.7% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling