-40.7%
NCLH vs XYL
-15.8%
-24.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.0% |
| 7D | -6.5% | -1.2% | -5.3% | -5.6% |
| 30D | -22.1% | -13.2% | -8.9% | -11.7% |
| 3M | -18.7% | -0.2% | -18.5% | -18.7% |
| 6M | -28.4% | -12.5% | -15.9% | -19.6% |
| YTD | -34.7% | -20.9% | -13.8% | -20.4% |
| 1Y | -42.7% | -21.6% | -21.2% | -29.6% |
| 3Y | -10.6% | +16.1% | -26.8% | -24.0% |
| 5Y | -40.7% | -15.6% | -25.1% | -44.1% |
| All | -40.7% | -15.8% | -24.9% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling