+2.3%
FLEX vs NCLH
-6.0%
+8.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -4.5% | -9.1% | -12.2% |
| 7D | -28.3% | -2.5% | -25.8% | -27.7% |
| 30D | -45.0% | +14.5% | -59.5% | -47.6% |
| 3M | -45.2% | -12.5% | -32.7% | -43.5% |
| 6M | -30.8% | +4.8% | -35.7% | -33.3% |
| YTD | +10.4% | -20.4% | +30.9% | +8.1% |
| 1Y | +2.3% | -4.6% | +6.8% | -5.4% |
| All | +2.3% | -6.0% | +8.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 1y: compounded portfolio wealth divided by compounded NCLH 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…
1y analysis · Full analysis span regression · 6 months rolling