-39.6%
NCLH vs FXI
-7.6%
-32.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.3% | -2.2% | -2.9% |
| 7D | -4.6% | -2.8% | -1.8% | -3.3% |
| 30D | -19.9% | -5.3% | -14.6% | -17.9% |
| 3M | -22.0% | +0.3% | -22.3% | -22.4% |
| 6M | -28.3% | -4.6% | -23.7% | -26.8% |
| YTD | -33.5% | -9.1% | -24.4% | -30.4% |
| 1Y | -41.5% | -12.0% | -29.5% | -37.9% |
| 3Y | -8.9% | +38.6% | -47.5% | -26.0% |
| All | -39.6% | -7.6% | -32.0% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling