-29.1%
NCLH vs FPS
+24.3%
-53.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.2% | -1.6% |
| 7D | -0.3% | +10.4% | -10.6% | -1.8% |
| 30D | -20.1% | -16.5% | -3.5% | -17.9% |
| 3M | -17.0% | -45.5% | +28.5% | -6.6% |
| 6M | -23.2% | +2.1% | -25.3% | -26.4% |
| All | -29.1% | +24.3% | -53.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling