-58.7%
NCLH vs EMB
+30.4%
-89.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | +0.2% |
| 7D | -6.5% | -1.1% | -5.4% | -3.7% |
| 30D | -22.1% | -1.1% | -21.0% | -19.7% |
| 3M | -18.7% | -0.8% | -17.9% | -16.5% |
| 6M | -28.4% | -0.1% | -28.3% | -26.8% |
| YTD | -34.7% | +0.4% | -35.2% | -33.9% |
| 1Y | -42.7% | +3.3% | -46.0% | -45.9% |
| 3Y | -10.6% | +29.0% | -39.7% | -51.8% |
| 5Y | -40.7% | +6.3% | -47.1% | -42.1% |
| All | -58.7% | +30.4% | -89.1% | -64.4% |
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