-74.5%
NCLH vs XLRE
+107.7%
-182.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -0.9% |
| 7D | -6.5% | -2.7% | -3.8% | -3.5% |
| 30D | -22.1% | -2.3% | -19.7% | -19.8% |
| 3M | -18.7% | -3.5% | -15.2% | -15.2% |
| 6M | -28.4% | +1.9% | -30.3% | -29.6% |
| YTD | -34.7% | +8.3% | -43.1% | -40.3% |
| 1Y | -42.7% | +6.4% | -49.1% | -46.4% |
| 3Y | -10.6% | +30.2% | -40.8% | -34.7% |
| 5Y | -40.7% | +8.6% | -49.4% | -45.5% |
| 10Y | -57.8% | +87.4% | -145.1% | -75.6% |
| All | -74.5% | +107.7% | -182.2% | -86.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling