-41.5%
NCLH vs USFD
+24.9%
-66.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -5.5% | +2.0% | -1.7% |
| 7D | -4.6% | -7.0% | +2.4% | -2.3% |
| 30D | -19.9% | -10.3% | -9.7% | -17.0% |
| 3M | -22.0% | +9.2% | -31.2% | -24.8% |
| 6M | -28.3% | +7.4% | -35.7% | -30.5% |
| YTD | -33.5% | +29.4% | -62.8% | -39.6% |
| 1Y | -41.5% | +24.8% | -66.3% | -44.0% |
| All | -41.5% | +24.9% | -66.4% | -44.0% |
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