+422.6%
XLF vs NCLH
-42.0%
+464.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | -2.9% | -6.5% | +3.7% | -1.6% |
| 30D | -1.6% | -22.1% | +20.5% | +3.4% |
| 3M | +9.3% | -18.7% | +28.0% | +13.2% |
| 6M | +14.6% | -28.4% | +43.0% | +20.9% |
| YTD | +4.7% | -34.7% | +39.5% | +11.7% |
| 1Y | +8.6% | -42.7% | +51.3% | +18.2% |
| 3Y | +73.9% | -10.6% | +84.5% | +64.3% |
| 5Y | +65.0% | -40.7% | +105.8% | +58.4% |
| 10Y | +250.4% | -57.8% | +308.2% | +200.2% |
| All | +422.6% | -42.0% | +464.5% | +332.5% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling