-11.0%
NCLH vs FTI
+267.9%
-278.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.5% |
| 7D | -4.8% | -4.4% | -0.4% | -3.7% |
| 30D | -21.7% | +1.5% | -23.2% | -22.0% |
| 3M | -22.2% | +8.2% | -30.4% | -24.4% |
| 6M | -27.5% | +18.8% | -46.4% | -32.4% |
| YTD | -33.6% | +71.7% | -105.3% | -45.5% |
| 1Y | -45.0% | +90.0% | -135.0% | -56.5% |
| 3Y | -11.0% | +270.5% | -281.5% | -38.4% |
| All | -11.0% | +267.9% | -278.9% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling