-10.9%
NCLH vs FLUT
-42.9%
+32.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.0% |
| 7D | -4.6% | -2.6% | -2.0% | -3.6% |
| 30D | -19.9% | +5.4% | -25.3% | -21.9% |
| 3M | -22.0% | -10.8% | -11.2% | -19.3% |
| 6M | -28.3% | -9.2% | -19.1% | -26.8% |
| YTD | -33.5% | -53.8% | +20.3% | -9.5% |
| 1Y | -41.5% | -66.0% | +24.5% | -9.8% |
| All | -10.9% | -42.9% | +32.1% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling