-27.6%
NCLH vs FLUT
+14.8%
-42.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.3% |
| 7D | +0.2% | -0.7% | +0.9% | +0.4% |
| 30D | +20.8% | +9.3% | +11.5% | +17.7% |
| 3M | -8.1% | -17.5% | +9.4% | -3.8% |
| 6M | +11.8% | -14.6% | +26.4% | +14.9% |
| YTD | -19.5% | -62.3% | +42.7% | +2.9% |
| 1Y | -3.2% | -59.6% | +56.4% | +21.5% |
| 3Y | +37.1% | -45.3% | +82.4% | +58.6% |
| 5Y | -29.9% | -50.4% | +20.5% | -20.3% |
| 10Y | -53.3% | -26.8% | -26.4% | -48.5% |
| All | -27.6% | +14.8% | -42.3% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling