+105.2%
EEM vs NCLH
-40.8%
+146.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | 0.0% |
| 7D | +2.0% | -4.6% | +6.6% | +2.7% |
| 30D | +5.1% | -19.9% | +25.0% | +8.5% |
| 3M | +4.6% | -22.0% | +26.5% | +8.0% |
| 6M | +17.8% | -28.3% | +46.1% | +22.8% |
| YTD | +25.8% | -33.5% | +59.3% | +31.9% |
| 1Y | +36.4% | -41.5% | +77.9% | +45.0% |
| 3Y | +90.0% | -8.9% | +98.9% | +81.8% |
| 5Y | +46.6% | -40.5% | +87.0% | +42.0% |
| 10Y | +132.3% | -57.0% | +189.2% | +107.9% |
| All | +105.2% | -40.8% | +146.0% | +80.7% |
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