-58.0%
NCLH vs USFR
+28.1%
-86.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | -4.8% | +0.1% | -5.0% | -5.0% |
| 30D | -21.7% | +0.4% | -22.0% | -22.1% |
| 3M | -22.2% | +1.0% | -23.3% | -23.6% |
| 6M | -27.5% | +2.0% | -29.5% | -29.9% |
| YTD | -33.6% | +2.8% | -36.4% | -36.7% |
| 1Y | -45.0% | +4.1% | -49.1% | -48.8% |
| 3Y | -11.0% | +14.1% | -25.2% | -29.8% |
| 5Y | -39.7% | +20.6% | -60.3% | -57.0% |
| All | -58.0% | +28.1% | -86.1% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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