+478.1%
FLEX vs NCLH
-6.4%
+484.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.8% |
| 7D | +7.0% | -0.3% | +7.2% | +7.0% |
| 30D | -5.8% | -20.1% | +14.3% | +1.0% |
| 3M | -24.2% | -17.0% | -7.2% | -20.4% |
| 6M | +90.8% | -23.2% | +114.0% | +103.9% |
| YTD | +89.2% | -31.0% | +120.2% | +105.2% |
| 1Y | +104.7% | -37.3% | +142.0% | +126.8% |
| 3Y | +478.1% | -5.6% | +483.7% | +457.2% |
| All | +478.1% | -6.4% | +484.5% | +457.2% |
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