-1.0%
NCLH vs FICO
-57.1%
+56.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.2% | +10.0% | +7.1% |
| 7D | +15.8% | +0.4% | +15.4% | +15.7% |
| 30D | +25.1% | +1.7% | +23.4% | +24.5% |
| 3M | -7.3% | -33.0% | +25.7% | -3.2% |
| 6M | +8.1% | -33.9% | +42.0% | +14.5% |
| YTD | -16.7% | -58.5% | +41.9% | -0.2% |
| 1Y | -1.0% | -56.4% | +55.3% | +14.6% |
| All | -1.0% | -57.1% | +56.1% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 1y: compounded portfolio wealth divided by compounded FICO 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…
1y analysis · Full analysis span regression · 6 months rolling