-41.4%
NCLH vs XEL
+29.8%
-71.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | -21.7% | -3.9% | -17.7% | -21.2% |
| 3M | -22.2% | -2.8% | -19.4% | -21.9% |
| 6M | -27.5% | -5.4% | -22.1% | -26.9% |
| YTD | -33.6% | +3.8% | -37.4% | -34.4% |
| 1Y | -45.0% | +6.8% | -51.8% | -46.2% |
| 3Y | -11.0% | +45.6% | -56.6% | -19.6% |
| All | -41.4% | +29.8% | -71.3% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling