-40.7%
NCLH vs USFR
+20.4%
-61.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -6.5% | +0.1% | -6.6% | -6.5% |
| 30D | -22.1% | +0.3% | -22.4% | -22.0% |
| 3M | -18.7% | +1.0% | -19.7% | -18.6% |
| 6M | -28.4% | +1.9% | -30.3% | -28.7% |
| YTD | -34.7% | +2.7% | -37.4% | -35.6% |
| 1Y | -42.7% | +4.0% | -46.7% | -44.4% |
| 3Y | -10.6% | +14.1% | -24.7% | -16.4% |
| 5Y | -40.7% | +20.5% | -61.2% | -42.3% |
| All | -40.7% | +20.4% | -61.2% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling