-48.1%
NCLH vs FICO
+544.0%
-592.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.6% |
| 7D | +2.7% | -0.1% | +2.8% | +2.6% |
| 30D | +18.4% | +8.4% | +10.0% | +12.2% |
| 3M | -4.3% | -30.5% | +26.2% | +7.1% |
| 6M | +7.9% | -35.7% | +43.6% | +22.9% |
| YTD | -17.4% | -57.2% | +39.8% | +13.8% |
| 1Y | -3.4% | -58.4% | +55.0% | +35.1% |
| 3Y | +44.4% | -24.8% | +69.3% | +25.2% |
| 5Y | -33.7% | +79.3% | -113.0% | -69.8% |
| 10Y | -48.1% | +531.6% | -579.8% | -88.4% |
| All | -48.1% | +544.0% | -592.1% | -88.4% |
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