-12.5%
NCLH vs FTV
-5.5%
-7.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | 0.0% |
| 7D | -6.5% | -5.2% | -1.3% | -2.3% |
| 30D | -22.1% | -11.5% | -10.6% | -13.8% |
| 3M | -18.7% | -9.0% | -9.7% | -12.6% |
| 6M | -28.4% | -2.0% | -26.4% | -28.0% |
| YTD | -34.7% | -0.9% | -33.8% | -35.9% |
| 1Y | -42.7% | +14.8% | -57.5% | -51.3% |
| All | -12.5% | -5.5% | -7.0% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling