-24.6%
NCLH vs FGI
-70.4%
+45.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.3% |
| 7D | -6.5% | +0.5% | -7.0% | -6.5% |
| 30D | -23.3% | +65.4% | -88.7% | -25.5% |
| 3M | -18.6% | +23.5% | -42.1% | -20.5% |
| 6M | -26.2% | +60.5% | -86.8% | -29.4% |
| YTD | -30.2% | +30.0% | -60.2% | -32.9% |
| 1Y | -39.2% | +82.1% | -121.2% | -43.1% |
| 3Y | -5.1% | -4.4% | -0.7% | -10.2% |
| All | -24.6% | -70.4% | +45.8% | -25.6% |
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