-45.0%
NCLH vs FRSH
-9.2%
-35.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -6.6% | +1.8% | -3.8% |
| 30D | -21.7% | +2.1% | -23.8% | -22.1% |
| 3M | -22.2% | +29.0% | -51.2% | -24.8% |
| 6M | -27.5% | +48.6% | -76.2% | -31.7% |
| YTD | -33.6% | -2.9% | -30.7% | -32.6% |
| 1Y | -45.0% | -7.9% | -37.1% | -47.5% |
| All | -45.0% | -9.2% | -35.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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