-56.3%
NCLH vs USFD
+359.1%
-415.4%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.4% | -2.7% | -2.9% |
| 7D | +1.7% | +1.3% | +0.4% | +0.6% |
| 30D | +17.9% | +10.6% | +7.3% | +8.1% |
| 3M | -4.5% | -2.4% | -2.1% | -2.7% |
| 6M | +12.9% | +28.9% | -16.0% | -10.9% |
| YTD | -19.1% | +43.7% | -62.8% | -43.4% |
| 1Y | -4.6% | +48.5% | -53.1% | -35.6% |
| 3Y | +37.0% | +154.7% | -117.7% | -43.1% |
| 5Y | -29.5% | +218.4% | -247.9% | -75.3% |
| All | -56.3% | +359.1% | -415.4% | -87.9% |
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