-37.9%
NCLH vs FITB
+415.3%
-453.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.6% |
| 7D | -0.3% | +2.8% | -3.1% | -2.6% |
| 30D | -20.1% | -4.5% | -15.5% | -16.9% |
| 3M | -17.0% | +5.7% | -22.7% | -21.0% |
| 6M | -23.2% | +17.1% | -40.4% | -32.9% |
| YTD | -31.0% | +18.3% | -49.4% | -40.7% |
| 1Y | -37.3% | +23.9% | -61.2% | -48.4% |
| 3Y | -5.6% | +131.1% | -136.7% | -53.9% |
| 5Y | -37.0% | +71.1% | -108.1% | -61.0% |
| 10Y | -55.3% | +283.9% | -339.1% | -84.6% |
| All | -37.9% | +415.3% | -453.3% | -79.9% |
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 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