-40.7%
NCLH vs FND
-62.8%
+22.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.0% |
| 7D | -6.5% | -5.1% | -1.5% | -3.7% |
| 30D | -22.1% | -22.5% | +0.4% | -9.8% |
| 3M | -18.7% | -5.0% | -13.7% | -17.5% |
| 6M | -28.4% | -21.5% | -6.9% | -19.1% |
| YTD | -34.7% | -23.0% | -11.7% | -26.0% |
| 1Y | -42.7% | -44.9% | +2.2% | -21.7% |
| 3Y | -10.6% | -50.0% | +39.4% | +19.8% |
| 5Y | -40.7% | -63.3% | +22.6% | -23.0% |
| All | -40.7% | -62.8% | +22.1% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling