-71.9%
NCLH vs FND
+56.5%
-128.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | -4.8% | -5.8% | +0.9% | -1.9% |
| 30D | -21.7% | -20.2% | -1.5% | -12.2% |
| 3M | -22.2% | -12.0% | -10.3% | -17.9% |
| 6M | -27.5% | -18.5% | -9.0% | -20.6% |
| YTD | -33.6% | -22.3% | -11.3% | -26.0% |
| 1Y | -45.0% | -47.6% | +2.7% | -25.7% |
| 3Y | -11.0% | -49.8% | +38.7% | +17.1% |
| 5Y | -39.7% | -63.0% | +23.2% | -12.6% |
| All | -71.9% | +56.5% | -128.4% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling