-40.1%
NCLH vs XME
+216.6%
-256.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.1% |
| 7D | -4.6% | -0.2% | -4.4% | -4.5% |
| 30D | -19.9% | +1.4% | -21.3% | -21.1% |
| 3M | -22.0% | +2.7% | -24.7% | -24.7% |
| 6M | -28.3% | +6.5% | -34.8% | -33.0% |
| YTD | -33.5% | +15.2% | -48.7% | -42.6% |
| 1Y | -41.5% | +43.5% | -85.0% | -57.6% |
| 3Y | -8.9% | +135.9% | -144.8% | -54.9% |
| 5Y | -40.5% | +181.5% | -221.9% | -74.0% |
| 10Y | -57.0% | +436.9% | -493.8% | -87.8% |
| All | -40.1% | +216.6% | -256.7% | -81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling