-1.0%
NCLH vs FTI
+57.1%
-58.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.4% | +10.1% | +6.2% |
| 7D | +15.8% | -9.7% | +25.5% | +14.2% |
| 30D | +25.1% | -8.2% | +33.3% | +23.5% |
| 3M | -7.3% | -7.8% | +0.5% | -8.3% |
| 6M | +8.1% | -13.4% | +21.6% | +8.6% |
| YTD | -16.7% | +45.1% | -61.7% | -35.2% |
| 1Y | -1.0% | +54.6% | -55.6% | -29.1% |
| All | -1.0% | +57.1% | -58.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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