-10.9%
NCLH vs FXI
+36.5%
-47.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -3.1% |
| 7D | -4.6% | -2.8% | -1.8% | -3.7% |
| 30D | -19.9% | -5.3% | -14.6% | -18.4% |
| 3M | -22.0% | +0.3% | -22.3% | -22.2% |
| 6M | -28.3% | -4.6% | -23.7% | -27.1% |
| YTD | -33.5% | -9.1% | -24.4% | -31.2% |
| 1Y | -41.5% | -12.0% | -29.5% | -38.9% |
| All | -10.9% | +36.5% | -47.4% | -22.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling