-40.1%
NCLH vs FTI
+149.0%
-189.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.3% |
| 7D | -4.6% | -2.3% | -2.3% | -3.6% |
| 30D | -19.9% | +5.0% | -25.0% | -21.8% |
| 3M | -22.0% | +13.8% | -35.8% | -27.5% |
| 6M | -28.3% | +22.9% | -51.2% | -36.4% |
| YTD | -33.5% | +75.0% | -108.5% | -49.9% |
| 1Y | -41.5% | +96.9% | -138.3% | -58.5% |
| 3Y | -8.9% | +276.7% | -285.6% | -54.4% |
| 5Y | -40.5% | +1,157.0% | -1,197.5% | -85.0% |
| 10Y | -57.0% | +310.7% | -367.6% | -87.2% |
| All | -40.1% | +149.0% | -189.1% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling