-1.0%
NCLH vs FND
-10.3%
+9.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +10.9% | -4.2% | +0.5% |
| 7D | +15.8% | +12.3% | +3.5% | +8.5% |
| 30D | +25.1% | +14.7% | +10.3% | +15.6% |
| 3M | -7.3% | -12.0% | +4.7% | -1.0% |
| 6M | +8.1% | +10.8% | -2.6% | -1.1% |
| YTD | -16.7% | -12.3% | -4.4% | -14.6% |
| 1Y | -1.0% | -13.4% | +12.4% | +1.8% |
| All | -1.0% | -10.3% | +9.2% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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