+388.8%
XLV vs NCLH
-41.0%
+429.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -3.6% | -4.8% | +1.3% | -3.1% |
| 30D | -1.8% | -21.7% | +19.8% | +0.4% |
| 3M | +7.8% | -22.2% | +30.0% | +10.1% |
| 6M | +9.1% | -27.5% | +36.6% | +11.8% |
| YTD | +7.7% | -33.6% | +41.3% | +10.9% |
| 1Y | +20.4% | -45.0% | +65.4% | +25.9% |
| 3Y | +30.8% | -11.0% | +41.8% | +27.2% |
| 5Y | +34.6% | -39.7% | +74.4% | +31.2% |
| 10Y | +173.4% | -57.0% | +230.4% | +152.9% |
| All | +388.8% | -41.0% | +429.7% | +349.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling