-41.4%
NCLH vs XRT
-1.7%
-39.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | 0.0% |
| 7D | -4.8% | -3.2% | -1.6% | -0.8% |
| 30D | -21.7% | -4.5% | -17.2% | -16.9% |
| 3M | -22.2% | -3.1% | -19.2% | -18.9% |
| 6M | -27.5% | +4.2% | -31.8% | -30.4% |
| YTD | -33.6% | -0.1% | -33.5% | -32.8% |
| 1Y | -45.0% | -3.0% | -41.9% | -42.3% |
| 3Y | -11.0% | +41.8% | -52.8% | -40.4% |
| All | -41.4% | -1.7% | -39.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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