-40.7%
NCLH vs FTI
+1,109.5%
-1,150.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.0% |
| 7D | -6.5% | -5.6% | -0.9% | -4.9% |
| 30D | -22.1% | +0.4% | -22.5% | -22.3% |
| 3M | -18.7% | +8.1% | -26.8% | -21.4% |
| 6M | -28.4% | +16.7% | -45.1% | -33.2% |
| YTD | -34.7% | +70.0% | -104.7% | -46.6% |
| 1Y | -42.7% | +85.4% | -128.1% | -54.7% |
| 3Y | -10.6% | +265.9% | -276.5% | -45.2% |
| 5Y | -40.7% | +1,072.7% | -1,113.5% | -79.5% |
| All | -40.7% | +1,109.5% | -1,150.3% | -79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling