+651.7%
FLEX vs NCLH
-50.1%
+701.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.3% |
| 7D | +2.2% | +1.2% | +1.1% | +2.1% |
| 30D | -32.6% | +22.6% | -55.2% | -36.8% |
| 3M | -35.5% | +0.6% | -36.1% | -35.9% |
| 6M | -45.6% | +13.5% | -59.1% | -48.2% |
| YTD | +30.7% | -15.7% | +46.4% | +33.6% |
| 1Y | +28.4% | 0.0% | +28.4% | +24.3% |
| 3Y | +301.7% | +42.8% | +258.9% | +234.6% |
| 5Y | +473.3% | -28.4% | +501.7% | +433.5% |
| 10Y | +651.7% | -51.0% | +702.8% | +599.3% |
| All | +651.7% | -50.1% | +701.8% | +599.3% |
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