-1.0%
NCLH vs FN
-25.7%
+24.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.0% | +12.7% | +7.4% |
| 7D | +15.8% | -7.0% | +22.8% | +16.5% |
| 30D | +25.1% | -24.7% | +49.8% | +28.8% |
| 3M | -7.3% | -35.7% | +28.3% | -3.4% |
| 6M | +8.1% | -52.4% | +60.5% | +16.9% |
| YTD | -16.7% | -25.0% | +8.3% | -17.4% |
| 1Y | -1.0% | -25.7% | +24.7% | -2.0% |
| All | -1.0% | -25.7% | +24.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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