-1.0%
NCLH vs FITB
+36.9%
-37.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.6% |
| 7D | +15.8% | +2.3% | +13.5% | +13.9% |
| 30D | +25.1% | +7.7% | +17.4% | +18.3% |
| 3M | -7.3% | -4.5% | -2.8% | -3.9% |
| 6M | +8.1% | +12.5% | -4.3% | -2.2% |
| YTD | -16.7% | +19.8% | -36.4% | -30.5% |
| 1Y | -1.0% | +34.1% | -35.2% | -27.9% |
| All | -1.0% | +36.9% | -37.9% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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