-70.8%
NCLH vs FND
+58.4%
-129.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | +1.2% |
| 7D | -0.3% | +0.4% | -0.6% | -0.6% |
| 30D | -20.1% | -23.6% | +3.5% | -8.5% |
| 3M | -17.0% | +4.3% | -21.4% | -19.9% |
| 6M | -23.2% | -20.3% | -3.0% | -15.0% |
| YTD | -31.0% | -21.3% | -9.7% | -23.6% |
| 1Y | -37.3% | -45.4% | +8.1% | -17.1% |
| 3Y | -5.6% | -48.9% | +43.3% | +23.1% |
| 5Y | -37.0% | -61.0% | +24.1% | -10.8% |
| All | -70.8% | +58.4% | -129.2% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling