-48.1%
NCLH vs FN
+837.6%
-885.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.9% | -9.0% | -1.0% |
| 7D | +2.7% | +16.3% | -13.6% | -3.7% |
| 30D | +18.4% | -24.7% | +43.1% | +27.3% |
| 3M | -4.3% | -34.9% | +30.7% | +6.5% |
| 6M | +7.9% | -41.1% | +49.0% | +19.3% |
| YTD | -17.4% | -19.6% | +2.2% | -22.3% |
| 1Y | -3.4% | -18.5% | +15.2% | -10.7% |
| 3Y | +44.4% | +119.1% | -74.7% | -23.3% |
| 5Y | -33.7% | +206.9% | -240.7% | -71.7% |
| 10Y | -48.1% | +826.4% | -874.6% | -85.0% |
| All | -48.1% | +837.6% | -885.7% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling