-40.1%
NCLH vs EME
+2,170.7%
-2,210.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -1.9% |
| 7D | -4.6% | +2.7% | -7.4% | -6.3% |
| 30D | -19.9% | -6.8% | -13.1% | -16.7% |
| 3M | -22.0% | -8.8% | -13.1% | -20.7% |
| 6M | -28.3% | +5.0% | -33.3% | -34.3% |
| YTD | -33.5% | +23.5% | -57.0% | -46.6% |
| 1Y | -41.5% | +21.3% | -62.8% | -54.2% |
| 3Y | -8.9% | +241.1% | -250.0% | -70.0% |
| 5Y | -40.5% | +549.2% | -589.6% | -88.5% |
| 10Y | -57.0% | +1,306.4% | -1,363.4% | -94.7% |
| All | -40.1% | +2,170.7% | -2,210.8% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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