+128.5%
EEM vs NCLH
-56.9%
+185.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +1.0% |
| 7D | -1.3% | -4.8% | +3.6% | -0.5% |
| 30D | +2.1% | -21.7% | +23.7% | +5.7% |
| 3M | +1.0% | -22.2% | +23.3% | +4.3% |
| 6M | +15.9% | -27.5% | +43.4% | +20.5% |
| YTD | +24.6% | -33.6% | +58.2% | +30.5% |
| 1Y | +32.3% | -45.0% | +77.3% | +41.6% |
| 3Y | +85.9% | -11.0% | +97.0% | +78.9% |
| 5Y | +45.4% | -39.7% | +85.1% | +40.8% |
| All | +128.5% | -56.9% | +185.5% | +120.3% |
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