+1,086.7%
FLEX vs NCLH
-56.8%
+1,143.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.4% |
| 7D | +6.4% | -4.6% | +11.0% | +7.8% |
| 30D | -5.9% | -19.9% | +14.1% | +0.4% |
| 3M | -23.5% | -22.0% | -1.5% | -18.3% |
| 6M | +83.7% | -28.3% | +112.0% | +100.5% |
| YTD | +86.5% | -33.5% | +120.0% | +105.1% |
| 1Y | +100.5% | -41.5% | +142.0% | +127.0% |
| 3Y | +469.8% | -8.9% | +478.7% | +440.7% |
| 5Y | +725.7% | -40.5% | +766.1% | +712.8% |
| 10Y | +1,086.7% | -57.0% | +1,143.7% | +1,031.2% |
| All | +1,086.7% | -56.8% | +1,143.5% | +1,031.2% |
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