-40.7%
NCLH vs XME
+167.8%
-208.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | +0.8% |
| 7D | -6.5% | -3.0% | -3.5% | -4.5% |
| 30D | -22.1% | -2.6% | -19.5% | -21.0% |
| 3M | -18.7% | +2.2% | -20.8% | -21.3% |
| 6M | -28.4% | +0.7% | -29.1% | -30.5% |
| YTD | -34.7% | +10.9% | -45.6% | -42.9% |
| 1Y | -42.7% | +35.7% | -78.4% | -58.3% |
| 3Y | -10.6% | +127.1% | -137.7% | -59.3% |
| 5Y | -40.7% | +168.5% | -209.2% | -77.5% |
| All | -40.7% | +167.8% | -208.6% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling