-31.6%
NCLH vs FPS
+19.2%
-50.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -2.9% |
| 7D | -4.6% | +5.3% | -10.0% | -5.4% |
| 30D | -19.9% | -17.6% | -2.4% | -17.6% |
| 3M | -22.0% | -45.8% | +23.8% | -12.2% |
| 6M | -28.3% | -10.1% | -18.2% | -30.2% |
| All | -31.6% | +19.2% | -50.8% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling