-29.6%
NCLH vs FN
+169.4%
-199.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.8% | +1.4% |
| 7D | +0.2% | +0.3% | 0.0% | -0.1% |
| 30D | +20.8% | -16.5% | +37.3% | +24.6% |
| 3M | -8.1% | -42.1% | +34.0% | +3.6% |
| 6M | +11.8% | -52.9% | +64.7% | +30.5% |
| YTD | -19.5% | -28.0% | +8.4% | -21.5% |
| 1Y | -3.2% | -18.5% | +15.3% | -10.5% |
| 3Y | +37.1% | +93.9% | -56.8% | -22.5% |
| All | -29.6% | +169.4% | -199.0% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling