-11.0%
NCLH vs XYL
+15.7%
-26.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -4.8% | +1.2% | -6.0% | -5.9% |
| 30D | -21.7% | -11.9% | -9.7% | -12.5% |
| 3M | -22.2% | -1.5% | -20.7% | -21.4% |
| 6M | -27.5% | -11.9% | -15.6% | -19.3% |
| YTD | -33.6% | -20.6% | -13.0% | -19.8% |
| 1Y | -45.0% | -23.5% | -21.5% | -31.4% |
| 3Y | -11.0% | +14.9% | -25.9% | -22.4% |
| All | -11.0% | +15.7% | -26.7% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling