-11.0%
NCLH vs FRSH
-46.4%
+35.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -4.8% | -6.6% | +1.8% | -2.8% |
| 30D | -21.7% | +2.1% | -23.8% | -22.5% |
| 3M | -22.2% | +29.0% | -51.2% | -28.7% |
| 6M | -27.5% | +48.6% | -76.2% | -37.5% |
| YTD | -33.6% | -2.9% | -30.7% | -34.1% |
| 1Y | -45.0% | -7.9% | -37.1% | -44.6% |
| 3Y | -11.0% | -46.5% | +35.5% | +7.8% |
| All | -11.0% | -46.4% | +35.3% | +7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling