-62.0%
NCLH vs FTV
+89.3%
-151.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.4% |
| 7D | -0.3% | -0.4% | +0.1% | +0.1% |
| 30D | -20.1% | -8.3% | -11.7% | -12.5% |
| 3M | -17.0% | -7.4% | -9.6% | -10.9% |
| 6M | -23.2% | -1.2% | -22.0% | -23.4% |
| YTD | -31.0% | +2.7% | -33.7% | -35.2% |
| 1Y | -37.3% | +18.4% | -55.7% | -49.6% |
| 3Y | -5.6% | -2.0% | -3.5% | -7.8% |
| 5Y | -37.0% | +3.4% | -40.4% | -42.1% |
| 10Y | -55.3% | +78.5% | -133.8% | -74.6% |
| All | -62.0% | +89.3% | -151.3% | -79.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling