-45.0%
NCLH vs XEL
+7.7%
-52.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.9% |
| 30D | -21.7% | -3.9% | -17.7% | -22.2% |
| 3M | -22.2% | -2.8% | -19.4% | -22.4% |
| 6M | -27.5% | -5.4% | -22.1% | -28.1% |
| YTD | -33.6% | +3.8% | -37.4% | -31.8% |
| 1Y | -45.0% | +6.8% | -51.8% | -43.9% |
| All | -45.0% | +7.7% | -52.7% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling