-38.6%
NCLH vs FRMI
-78.0%
+39.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -3.2% | -0.4% | -3.5% |
| 7D | -4.6% | +15.9% | -20.6% | -4.8% |
| 30D | -19.9% | -6.0% | -14.0% | -20.0% |
| 3M | -22.0% | -1.6% | -20.4% | -22.0% |
| 6M | -28.3% | -30.7% | +2.4% | -28.5% |
| YTD | -33.5% | -30.9% | -2.6% | -33.8% |
| All | -38.6% | -78.0% | +39.4% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling