-3.2%
NCLH vs FIS
-53.6%
+50.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -1.2% |
| 7D | +0.2% | +2.8% | -2.6% | -0.2% |
| 30D | +20.8% | -16.7% | +37.5% | +20.7% |
| 3M | -8.1% | -32.3% | +24.2% | -0.3% |
| 6M | +11.8% | -29.1% | +40.9% | +18.5% |
| YTD | -19.5% | -54.1% | +34.6% | +16.9% |
| 1Y | -3.2% | -53.7% | +50.5% | +39.4% |
| All | -3.2% | -53.6% | +50.3% | +39.4% |
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