-73.2%
NCLH vs FOXA
+92.4%
-165.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.8% |
| 7D | -4.8% | +0.8% | -5.6% | -5.5% |
| 30D | -21.7% | +5.0% | -26.7% | -25.1% |
| 3M | -22.2% | -3.0% | -19.2% | -23.7% |
| 6M | -27.5% | +14.8% | -42.3% | -39.8% |
| YTD | -33.6% | -8.9% | -24.7% | -32.6% |
| 1Y | -45.0% | +13.3% | -58.3% | -55.1% |
| 3Y | -11.0% | +115.4% | -126.5% | -62.0% |
| 5Y | -39.7% | +95.3% | -135.0% | -72.0% |
| All | -73.2% | +92.4% | -165.6% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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