+1,292.4%
FLEX vs NCLH
-28.6%
+1,321.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.9% | +3.7% | +4.3% |
| 7D | -19.3% | +2.0% | -21.3% | -20.0% |
| 30D | -41.5% | +19.1% | -60.6% | -44.7% |
| 3M | -43.1% | -7.5% | -35.6% | -42.1% |
| 6M | -48.2% | +1.0% | -49.2% | -49.0% |
| YTD | +15.5% | -19.7% | +35.2% | +19.7% |
| 1Y | +10.2% | -1.8% | +12.0% | +7.2% |
| 3Y | +256.8% | +36.7% | +220.1% | +201.1% |
| 5Y | +408.2% | -38.0% | +446.2% | +393.1% |
| 10Y | +580.8% | -51.6% | +632.4% | +470.7% |
| All | +1,292.4% | -28.6% | +1,321.0% | +988.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling