-11.0%
NCLH vs XLRE
+31.2%
-42.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +0.8% |
| 7D | -4.8% | -1.2% | -3.7% | -3.6% |
| 30D | -21.7% | -2.4% | -19.3% | -19.5% |
| 3M | -22.2% | -2.5% | -19.8% | -20.0% |
| 6M | -27.5% | +4.0% | -31.5% | -30.0% |
| YTD | -33.6% | +9.3% | -42.9% | -38.9% |
| 1Y | -45.0% | +5.6% | -50.6% | -47.6% |
| 3Y | -11.0% | +31.3% | -42.3% | -30.7% |
| All | -11.0% | +31.2% | -42.3% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 3y: compounded portfolio wealth divided by compounded XLRE 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…
3y analysis · Full analysis span regression · 6 months rolling