-58.7%
NCLH vs FITB
+288.7%
-347.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.3% |
| 7D | -6.5% | -1.0% | -5.6% | -5.7% |
| 30D | -22.1% | -5.5% | -16.6% | -18.0% |
| 3M | -18.7% | +4.1% | -22.8% | -21.8% |
| 6M | -28.4% | +18.7% | -47.1% | -38.8% |
| YTD | -34.7% | +18.2% | -52.9% | -44.5% |
| 1Y | -42.7% | +23.7% | -66.4% | -53.5% |
| 3Y | -10.6% | +130.8% | -141.4% | -59.1% |
| 5Y | -40.7% | +69.8% | -110.5% | -64.9% |
| All | -58.7% | +288.7% | -347.4% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling