-58.0%
NCLH vs XME
+421.4%
-479.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.6% |
| 7D | -4.8% | -4.2% | -0.6% | -1.2% |
| 30D | -21.7% | -2.7% | -19.0% | -20.3% |
| 3M | -22.2% | -3.9% | -18.3% | -21.4% |
| 6M | -27.5% | -1.0% | -26.6% | -29.4% |
| YTD | -33.6% | +9.8% | -43.4% | -43.0% |
| 1Y | -45.0% | +32.5% | -77.5% | -61.3% |
| 3Y | -11.0% | +124.3% | -135.4% | -63.4% |
| 5Y | -39.7% | +165.8% | -205.5% | -79.8% |
| All | -58.0% | +421.4% | -479.3% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling