-37.0%
NCLH vs USFD
+214.9%
-251.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -0.3% |
| 7D | -0.3% | -3.3% | +3.1% | +2.8% |
| 30D | -20.1% | -5.3% | -14.7% | -16.2% |
| 3M | -17.0% | +18.8% | -35.8% | -30.1% |
| 6M | -23.2% | +14.3% | -37.5% | -33.3% |
| YTD | -31.0% | +36.9% | -67.9% | -51.0% |
| 1Y | -37.3% | +31.7% | -69.0% | -54.0% |
| 3Y | -5.6% | +164.5% | -170.1% | -67.4% |
| 5Y | -37.0% | +212.6% | -249.6% | -82.4% |
| All | -37.0% | +214.9% | -251.9% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling