-58.7%
NCLH vs USFD
+310.2%
-368.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -0.7% |
| 7D | -6.5% | -8.0% | +1.5% | +0.3% |
| 30D | -22.1% | -13.1% | -9.0% | -12.3% |
| 3M | -18.7% | +6.5% | -25.2% | -24.0% |
| 6M | -28.4% | +5.7% | -34.1% | -33.1% |
| YTD | -34.7% | +27.5% | -62.3% | -49.4% |
| 1Y | -42.7% | +23.4% | -66.1% | -54.5% |
| 3Y | -10.6% | +146.4% | -157.0% | -62.2% |
| 5Y | -40.7% | +196.8% | -237.5% | -78.0% |
| All | -58.7% | +310.2% | -368.8% | -88.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling