-51.3%
NCLH vs USFD
+369.2%
-420.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +6.3% | +8.4% | -2.1% | -0.8% |
| 30D | +18.9% | +12.7% | +6.1% | +7.2% |
| 3M | -0.2% | +1.1% | -1.3% | -1.4% |
| 6M | +8.4% | +30.2% | -21.8% | -15.1% |
| YTD | -17.1% | +45.8% | -62.9% | -42.7% |
| 1Y | -2.8% | +51.9% | -54.7% | -35.6% |
| 3Y | +40.4% | +158.5% | -118.0% | -42.5% |
| 5Y | -30.8% | +208.0% | -238.8% | -75.1% |
| 10Y | -51.3% | +376.6% | -427.8% | -87.3% |
| All | -51.3% | +369.2% | -420.5% | -87.3% |
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