-40.5%
NCLH vs FITB
+70.3%
-110.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.0% |
| 7D | -4.6% | -0.4% | -4.2% | -4.3% |
| 30D | -19.9% | -5.1% | -14.8% | -16.3% |
| 3M | -22.0% | +3.5% | -25.5% | -24.4% |
| 6M | -28.3% | +17.2% | -45.5% | -37.4% |
| YTD | -33.5% | +17.6% | -51.1% | -42.6% |
| 1Y | -41.5% | +23.4% | -64.8% | -51.7% |
| 3Y | -8.9% | +129.7% | -138.6% | -54.9% |
| 5Y | -40.5% | +68.4% | -108.9% | -61.0% |
| All | -40.5% | +70.3% | -110.7% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling