-52.6%
NCLH vs FICO
+512.2%
-564.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +2.0% | -0.9% | +2.9% | +2.3% |
| 30D | +19.1% | +3.3% | +15.7% | +15.3% |
| 3M | -7.5% | -31.7% | +24.2% | +4.2% |
| 6M | +1.0% | -34.0% | +34.9% | +12.8% |
| YTD | -19.7% | -58.3% | +38.6% | +12.0% |
| 1Y | -1.8% | -57.9% | +56.2% | +36.0% |
| 3Y | +36.7% | -24.1% | +60.7% | +16.9% |
| 5Y | -38.0% | +85.3% | -123.3% | -72.6% |
| All | -52.6% | +512.2% | -564.8% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling