-58.7%
NCLH vs FIS
-39.9%
-18.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.7% |
| 7D | -6.5% | -8.9% | +2.4% | -0.5% |
| 30D | -22.1% | -9.9% | -12.2% | -16.5% |
| 3M | -18.7% | 0.0% | -18.7% | -19.5% |
| 6M | -28.4% | -22.9% | -5.5% | -16.4% |
| YTD | -34.7% | -40.9% | +6.2% | -7.8% |
| 1Y | -42.7% | -40.4% | -2.3% | -20.0% |
| 3Y | -10.6% | -25.4% | +14.7% | +1.1% |
| 5Y | -40.7% | -64.8% | +24.1% | +18.6% |
| All | -58.7% | -39.9% | -18.8% | -28.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling