-39.2%
NCLH vs USFD
+34.2%
-73.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -6.5% | -3.0% | -3.5% | -5.6% |
| 30D | -23.3% | +3.5% | -26.8% | -24.3% |
| 3M | -18.6% | +26.6% | -45.2% | -25.5% |
| 6M | -26.2% | +11.7% | -37.9% | -29.6% |
| YTD | -30.2% | +38.1% | -68.4% | -37.9% |
| 1Y | -39.2% | +33.4% | -72.5% | -43.0% |
| All | -39.2% | +34.2% | -73.4% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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