+1,459.9%
FLEX vs NCLH
-26.6%
+1,486.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.8% | +9.2% | +11.2% |
| 7D | -7.2% | +2.7% | -9.9% | -8.0% |
| 30D | -34.8% | +18.4% | -53.1% | -38.1% |
| 3M | -35.6% | -4.3% | -31.3% | -35.1% |
| 6M | -45.0% | +7.9% | -52.9% | -46.9% |
| YTD | +29.4% | -17.4% | +46.8% | +33.1% |
| 1Y | +24.8% | -3.4% | +28.1% | +22.1% |
| 3Y | +304.4% | +44.4% | +260.0% | +236.3% |
| 5Y | +484.1% | -33.7% | +517.8% | +456.1% |
| 10Y | +640.4% | -48.1% | +688.5% | +510.5% |
| All | +1,459.9% | -26.6% | +1,486.4% | +1,110.4% |
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