-40.5%
NCLH vs EMB
+7.1%
-47.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.1% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -19.9% | -0.3% | -19.7% | -19.4% |
| 3M | -22.0% | -0.3% | -21.7% | -21.0% |
| 6M | -28.3% | +0.7% | -29.0% | -28.2% |
| YTD | -33.5% | +1.3% | -34.7% | -33.9% |
| 1Y | -41.5% | +4.7% | -46.2% | -45.6% |
| 3Y | -8.9% | +30.1% | -39.0% | -43.7% |
| 5Y | -40.5% | +6.9% | -47.3% | -51.9% |
| All | -40.5% | +7.1% | -47.6% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling