-55.5%
NCLH vs FN
+899.8%
-955.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -1.2% |
| 7D | -6.5% | -1.7% | -4.8% | -6.0% |
| 30D | -23.3% | -22.0% | -1.3% | -17.7% |
| 3M | -18.6% | -43.0% | +24.4% | -5.0% |
| 6M | -26.2% | -27.7% | +1.5% | -23.3% |
| YTD | -30.2% | -10.5% | -19.7% | -34.8% |
| 1Y | -39.2% | +12.5% | -51.6% | -49.6% |
| 3Y | -5.1% | +153.8% | -158.9% | -50.7% |
| 5Y | -36.8% | +288.0% | -324.8% | -74.6% |
| All | -55.5% | +899.8% | -955.2% | -86.7% |
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