-1.0%
NCLH vs FXI
-10.5%
+9.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +4.0% |
| 7D | +15.8% | +6.6% | +9.3% | +11.3% |
| 30D | +25.1% | +2.2% | +22.9% | +23.3% |
| 3M | -7.3% | -4.7% | -2.6% | -4.5% |
| 6M | +8.1% | -4.7% | +12.8% | +12.6% |
| YTD | -16.7% | -9.0% | -7.7% | -9.0% |
| 1Y | -1.0% | -10.5% | +9.5% | +8.6% |
| All | -1.0% | -10.5% | +9.5% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 FXI 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