+169.4%
XLV vs NCLH
-56.9%
+226.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.6% | -4.8% | +1.3% | -3.2% |
| 30D | -1.8% | -21.7% | +19.8% | +0.2% |
| 3M | +7.8% | -22.2% | +30.0% | +9.9% |
| 6M | +9.1% | -27.5% | +36.6% | +11.6% |
| YTD | +7.7% | -33.6% | +41.3% | +10.6% |
| 1Y | +20.4% | -45.0% | +65.4% | +25.3% |
| 3Y | +30.8% | -11.0% | +41.8% | +27.7% |
| 5Y | +34.6% | -39.7% | +74.4% | +31.6% |
| All | +169.4% | -56.9% | +226.3% | +173.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling