-27.7%
NCLH vs FN
+2,246.7%
-2,274.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | -2.5% |
| 7D | +2.0% | 0.0% | +2.0% | +0.7% |
| 30D | +19.1% | -34.3% | +53.4% | +32.5% |
| 3M | -7.5% | -39.9% | +32.4% | +4.3% |
| 6M | +1.0% | -51.8% | +52.8% | +17.9% |
| YTD | -19.7% | -28.1% | +8.4% | -20.7% |
| 1Y | -1.8% | -29.1% | +27.3% | -3.6% |
| 3Y | +36.7% | +102.4% | -65.8% | -16.5% |
| 5Y | -38.0% | +171.7% | -209.7% | -67.4% |
| 10Y | -51.6% | +773.5% | -825.1% | -81.3% |
| All | -27.7% | +2,246.7% | -2,274.4% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling