-37.9%
NCLH vs FXI
+17.2%
-55.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.3% |
| 7D | -0.3% | -1.0% | +0.7% | +0.3% |
| 30D | -20.1% | -3.2% | -16.8% | -18.6% |
| 3M | -17.0% | +1.7% | -18.7% | -18.3% |
| 6M | -23.2% | -1.6% | -21.7% | -22.7% |
| YTD | -31.0% | -7.9% | -23.1% | -27.7% |
| 1Y | -37.3% | -9.6% | -27.6% | -33.6% |
| 3Y | -5.6% | +40.5% | -46.0% | -28.2% |
| 5Y | -37.0% | -6.2% | -30.7% | -38.6% |
| 10Y | -55.3% | +14.2% | -69.4% | -60.0% |
| All | -37.9% | +17.2% | -55.1% | -48.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling