-38.7%
NCLH vs FRMI
-78.1%
+39.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.7% |
| 7D | -4.8% | +7.4% | -12.2% | -4.9% |
| 30D | -21.7% | -27.6% | +6.0% | -21.5% |
| 3M | -22.2% | -20.9% | -1.4% | -22.1% |
| 6M | -27.5% | -36.6% | +9.1% | -27.9% |
| YTD | -33.6% | -31.3% | -2.4% | -33.9% |
| All | -38.7% | -78.1% | +39.4% | -43.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling