+304.4%
FLEX vs NCLH
+38.1%
+266.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.1% |
| 7D | -7.2% | +2.7% | -9.9% | -8.1% |
| 30D | -34.8% | +18.4% | -53.1% | -38.5% |
| 3M | -35.6% | -4.3% | -31.3% | -35.1% |
| 6M | -45.0% | +7.9% | -52.9% | -47.3% |
| YTD | +29.4% | -17.4% | +46.8% | +32.0% |
| 1Y | +24.8% | -3.4% | +28.1% | +20.3% |
| 3Y | +304.4% | +44.4% | +260.0% | +258.2% |
| All | +304.4% | +38.1% | +266.4% | +258.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling