-56.6%
NCLH vs EMB
+36.5%
-93.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | +0.1% |
| 7D | +0.2% | -0.9% | +1.1% | +2.8% |
| 30D | +20.8% | +0.4% | +20.4% | +20.2% |
| 3M | -8.1% | -3.1% | -5.0% | +0.7% |
| 6M | +11.8% | -2.1% | +13.9% | +20.1% |
| YTD | -19.5% | -1.1% | -18.4% | -14.6% |
| 1Y | -3.2% | -0.1% | -3.2% | -0.1% |
| 3Y | +37.1% | +29.6% | +7.5% | -27.7% |
| 5Y | -29.9% | +7.2% | -37.1% | -32.8% |
| All | -56.6% | +36.5% | -93.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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