-40.1%
NCLH vs XEL
+338.1%
-378.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.3% |
| 7D | -4.6% | +0.9% | -5.5% | -4.9% |
| 30D | -19.9% | -0.9% | -19.1% | -19.8% |
| 3M | -22.0% | -1.4% | -20.5% | -21.7% |
| 6M | -28.3% | -5.8% | -22.5% | -27.3% |
| YTD | -33.5% | +4.7% | -38.2% | -34.8% |
| 1Y | -41.5% | +9.1% | -50.5% | -43.5% |
| 3Y | -8.9% | +47.8% | -56.7% | -20.9% |
| 5Y | -40.5% | +29.0% | -69.5% | -46.4% |
| 10Y | -57.0% | +154.0% | -211.0% | -67.1% |
| All | -40.1% | +338.1% | -378.2% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling