-27.6%
NCLH vs FIS
+2.7%
-30.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.7% | -3.1% |
| 7D | +0.2% | +2.8% | -2.6% | -1.8% |
| 30D | +20.8% | -16.7% | +37.5% | +28.7% |
| 3M | -8.1% | -32.3% | +24.2% | +11.9% |
| 6M | +11.8% | -29.1% | +40.9% | +30.3% |
| YTD | -19.5% | -54.1% | +34.6% | +25.1% |
| 1Y | -3.2% | -53.7% | +50.5% | +49.5% |
| 3Y | +37.1% | -38.8% | +75.9% | +66.3% |
| 5Y | -29.9% | -71.1% | +41.2% | +42.5% |
| 10Y | -53.3% | -53.1% | -0.2% | -22.5% |
| All | -27.6% | +2.7% | -30.2% | -8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling