+36.7%
NCLH vs FICO
-24.3%
+61.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | +19.1% | +3.3% | +15.7% | +17.5% |
| 3M | -7.5% | -31.7% | +24.2% | -1.2% |
| 6M | +1.0% | -34.0% | +34.9% | +8.1% |
| YTD | -19.7% | -58.3% | +38.6% | -1.4% |
| 1Y | -1.8% | -57.9% | +56.2% | +20.1% |
| 3Y | +36.7% | -24.1% | +60.7% | +40.4% |
| All | +36.7% | -24.3% | +61.0% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling