+614.8%
FLEX vs NCLH
-53.4%
+668.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.5% | -3.9% |
| 7D | +7.5% | +0.2% | +7.2% | +7.5% |
| 30D | -25.3% | +20.8% | -46.1% | -29.7% |
| 3M | -39.7% | -8.1% | -31.5% | -38.4% |
| 6M | -47.9% | +11.8% | -59.7% | -50.2% |
| YTD | +24.1% | -19.5% | +43.6% | +28.6% |
| 1Y | +26.0% | -3.2% | +29.2% | +23.1% |
| 3Y | +282.7% | +37.1% | +245.6% | +222.5% |
| 5Y | +424.2% | -29.9% | +454.2% | +391.1% |
| All | +614.8% | -53.4% | +668.1% | +570.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling