+26.9%
XLV vs NCLH
-38.5%
+65.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +0.2% | -6.5% | +6.7% | +0.7% |
| 30D | +4.4% | -23.3% | +27.7% | +6.8% |
| 3M | +13.2% | -18.6% | +31.8% | +15.0% |
| 6M | +10.1% | -26.2% | +36.3% | +12.5% |
| YTD | +11.7% | -30.2% | +41.9% | +14.3% |
| 1Y | +26.9% | -39.2% | +66.1% | +31.0% |
| All | +26.9% | -38.5% | +65.4% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling