-45.0%
NCLH vs FTV
+14.7%
-59.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -4.8% | -4.0% | -0.9% | -2.6% |
| 30D | -21.7% | -11.0% | -10.6% | -16.4% |
| 3M | -22.2% | -8.4% | -13.8% | -18.6% |
| 6M | -27.5% | -2.6% | -25.0% | -27.1% |
| YTD | -33.6% | -0.6% | -33.0% | -34.0% |
| 1Y | -45.0% | +11.0% | -55.9% | -49.0% |
| All | -45.0% | +14.7% | -59.7% | -49.0% |
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