-55.0%
NCLH vs USFR
+27.6%
-82.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | +0.1% | -0.3% | -0.3% |
| 30D | -20.1% | +0.3% | -20.4% | -20.3% |
| 3M | -17.0% | +1.0% | -18.0% | -17.9% |
| 6M | -23.2% | +1.9% | -25.2% | -24.9% |
| YTD | -31.0% | +2.7% | -33.7% | -33.1% |
| 1Y | -37.3% | +4.0% | -41.3% | -40.1% |
| 3Y | -5.6% | +14.0% | -19.6% | -18.8% |
| 5Y | -37.0% | +20.4% | -57.4% | -49.1% |
| 10Y | -55.3% | +28.1% | -83.3% | -66.1% |
| All | -55.0% | +27.6% | -82.6% | -66.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling