-1.0%
NCLH vs FRMI
-93.1%
+92.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -10.6% | +17.3% | +7.1% |
| 7D | +15.8% | -39.7% | +55.6% | +17.5% |
| 30D | +25.1% | -55.2% | +80.3% | +27.8% |
| 3M | -7.3% | -71.2% | +63.8% | -4.5% |
| 6M | +8.1% | -64.1% | +72.2% | +10.7% |
| YTD | -16.7% | -77.2% | +60.6% | -15.0% |
| 1Y | -1.0% | -93.2% | +92.2% | +0.4% |
| All | -1.0% | -93.1% | +92.1% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling