-37.2%
NCLH vs EMB
+48.4%
-85.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.2% |
| 7D | -6.5% | 0.0% | -6.5% | -6.4% |
| 30D | -23.3% | -0.3% | -23.0% | -22.6% |
| 3M | -18.6% | -0.4% | -18.2% | -17.3% |
| 6M | -26.2% | +0.1% | -26.4% | -25.1% |
| YTD | -30.2% | +1.6% | -31.8% | -31.2% |
| 1Y | -39.2% | +5.6% | -44.8% | -45.0% |
| 3Y | -5.1% | +29.8% | -34.9% | -44.8% |
| 5Y | -36.8% | +7.3% | -44.0% | -40.9% |
| 10Y | -56.3% | +30.4% | -86.7% | -66.4% |
| All | -37.2% | +48.4% | -85.6% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling