-35.6%
NCLH vs FRMI
-79.6%
+44.0%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.3% | -5.5% | -0.2% |
| 7D | -6.5% | +2.4% | -8.9% | -6.5% |
| 30D | -23.3% | -17.3% | -6.0% | -23.3% |
| 3M | -18.6% | -17.2% | -1.5% | -18.4% |
| 6M | -26.2% | -43.4% | +17.1% | -26.7% |
| YTD | -30.2% | -36.0% | +5.8% | -30.5% |
| All | -35.6% | -79.6% | +44.0% | -40.9% |
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