-1.0%
NCLH vs FTV
+37.8%
-38.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.3% |
| 7D | +15.8% | +6.6% | +9.2% | +11.6% |
| 30D | +25.1% | +19.1% | +6.0% | +13.1% |
| 3M | -7.3% | +13.1% | -20.4% | -13.6% |
| 6M | +8.1% | +14.0% | -5.9% | 0.0% |
| YTD | -16.7% | +24.2% | -40.9% | -26.8% |
| 1Y | -1.0% | +36.4% | -37.4% | -20.9% |
| All | -1.0% | +37.8% | -38.8% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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