-27.6%
NCLH vs FITB
+419.5%
-447.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.5% |
| 7D | +0.2% | +2.8% | -2.5% | -2.0% |
| 30D | +20.8% | +9.8% | +11.0% | +12.0% |
| 3M | -8.1% | -5.2% | -3.0% | -3.8% |
| 6M | +11.8% | +17.3% | -5.5% | -2.4% |
| YTD | -19.5% | +19.3% | -38.8% | -31.2% |
| 1Y | -3.2% | +32.7% | -35.9% | -24.3% |
| 3Y | +37.1% | +141.6% | -104.5% | -35.0% |
| 5Y | -29.9% | +48.9% | -78.8% | -51.0% |
| 10Y | -53.3% | +216.5% | -269.8% | -82.5% |
| All | -27.6% | +419.5% | -447.1% | -76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling