-45.0%
NCLH vs FXI
-12.5%
-32.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -4.8% | -3.9% | -0.9% | -2.4% |
| 30D | -21.7% | -2.1% | -19.6% | -20.6% |
| 3M | -22.2% | -0.5% | -21.8% | -22.2% |
| 6M | -27.5% | -4.5% | -23.0% | -24.9% |
| YTD | -33.6% | -9.2% | -24.4% | -28.5% |
| 1Y | -45.0% | -13.8% | -31.2% | -40.2% |
| All | -45.0% | -12.5% | -32.5% | -40.2% |
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