-39.2%
NCLH vs FIS
-37.2%
-1.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.2% |
| 7D | -6.5% | +1.1% | -7.6% | -6.8% |
| 30D | -23.3% | -2.2% | -21.1% | -22.7% |
| 3M | -18.6% | +2.1% | -20.8% | -19.2% |
| 6M | -26.2% | -14.7% | -11.6% | -21.8% |
| YTD | -30.2% | -35.7% | +5.5% | -17.9% |
| 1Y | -39.2% | -37.1% | -2.1% | -27.3% |
| All | -39.2% | -37.2% | -1.9% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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