-42.6%
NCLH vs FLNC
-70.4%
+27.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.3% |
| 7D | -4.8% | -4.1% | -0.8% | -4.2% |
| 30D | -21.7% | -24.8% | +3.1% | -17.8% |
| 3M | -22.2% | -59.1% | +36.9% | -10.5% |
| 6M | -27.5% | -42.0% | +14.4% | -26.0% |
| YTD | -33.6% | -49.8% | +16.2% | -32.4% |
| 1Y | -45.0% | +43.1% | -88.1% | -58.6% |
| 3Y | -11.0% | -61.0% | +49.9% | -23.9% |
| All | -42.6% | -70.4% | +27.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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