-58.0%
NCLH vs FLUT
-9.3%
-48.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.1% |
| 7D | -4.8% | +0.4% | -5.3% | -4.9% |
| 30D | -21.7% | +2.5% | -24.2% | -22.5% |
| 3M | -22.2% | -9.2% | -13.0% | -20.4% |
| 6M | -27.5% | -8.2% | -19.3% | -26.5% |
| YTD | -33.6% | -53.2% | +19.6% | -15.9% |
| 1Y | -45.0% | -65.6% | +20.6% | -23.2% |
| 3Y | -11.0% | -43.6% | +32.5% | +4.0% |
| 5Y | -39.7% | -50.3% | +10.6% | -32.7% |
| All | -58.0% | -9.3% | -48.7% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 10y: compounded portfolio wealth divided by compounded FLUT 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…
10y analysis · Full analysis span regression · 6 months rolling