+99.4%
XBI vs NCLH
-10.7%
+110.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.8% |
| 7D | -4.6% | -4.8% | +0.2% | -3.7% |
| 30D | -2.0% | -21.7% | +19.7% | +3.0% |
| 3M | +17.8% | -22.2% | +40.0% | +23.2% |
| 6M | +23.7% | -27.5% | +51.2% | +30.5% |
| YTD | +28.2% | -33.6% | +61.8% | +36.5% |
| 1Y | +64.0% | -45.0% | +109.0% | +81.2% |
| 3Y | +99.4% | -11.0% | +110.4% | +76.7% |
| All | +99.4% | -10.7% | +110.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 NCLH 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