-37.2%
NCLH vs FLUT
+41.7%
-78.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.5% |
| 7D | -6.5% | -1.6% | -4.8% | -6.1% |
| 30D | -23.3% | +7.7% | -31.0% | -25.0% |
| 3M | -18.6% | -0.7% | -17.9% | -19.1% |
| 6M | -26.2% | -11.2% | -15.1% | -24.7% |
| YTD | -30.2% | -53.4% | +23.2% | -15.4% |
| 1Y | -39.2% | -65.8% | +26.6% | -20.1% |
| 3Y | -5.1% | -44.9% | +39.9% | +9.0% |
| 5Y | -36.8% | -49.7% | +12.9% | -30.2% |
| 10Y | -56.3% | -9.7% | -46.6% | -54.3% |
| All | -37.2% | +41.7% | -78.8% | -35.3% |
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