-6.5%
NCLH vs FICO
+4.8%
-11.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -16.7% | +16.6% | +4.5% |
| 7D | -6.5% | -19.2% | +12.7% | -1.3% |
| 30D | -23.3% | -14.6% | -8.7% | -20.4% |
| 3M | -18.6% | -20.1% | +1.5% | -14.3% |
| 6M | -26.2% | -36.3% | +10.1% | -17.4% |
| YTD | -30.2% | -44.9% | +14.6% | -18.2% |
| 1Y | -39.2% | -38.6% | -0.5% | -32.2% |
| All | -6.5% | +4.8% | -11.4% | -14.9% |
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 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