+94.1%
FLEX vs NCLH
-41.5%
+135.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.3% |
| 3M | -23.5% | -22.0% | -1.5% | -18.6% |
| 6M | +83.7% | -28.3% | +112.0% | +93.8% |
| YTD | +86.5% | -33.5% | +120.0% | +96.0% |
| All | +94.1% | -41.5% | +135.6% | +104.9% |
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