-60.9%
NCLH vs USFD
+339.9%
-400.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +2.0% | +3.0% | -1.0% | -0.5% |
| 30D | +19.1% | +11.1% | +8.0% | +8.9% |
| 3M | -7.5% | -0.3% | -7.2% | -7.5% |
| 6M | +1.0% | +15.9% | -14.9% | -12.6% |
| YTD | -19.7% | +41.6% | -61.3% | -42.9% |
| 1Y | -1.8% | +49.4% | -51.2% | -33.7% |
| 3Y | +36.7% | +157.8% | -121.2% | -43.4% |
| 5Y | -38.0% | +176.6% | -214.7% | -75.3% |
| 10Y | -51.6% | +375.4% | -426.9% | -85.4% |
| All | -60.9% | +339.9% | -400.7% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling