-58.0%
NCLH vs EMR
+284.0%
-342.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | -0.9% |
| 7D | -4.8% | -0.4% | -4.4% | -4.4% |
| 30D | -21.7% | -6.8% | -14.9% | -15.8% |
| 3M | -22.2% | +7.5% | -29.7% | -28.8% |
| 6M | -27.5% | +9.9% | -37.4% | -35.1% |
| YTD | -33.6% | +16.0% | -49.6% | -44.9% |
| 1Y | -45.0% | +12.4% | -57.4% | -53.1% |
| 3Y | -11.0% | +60.2% | -71.3% | -49.7% |
| 5Y | -39.7% | +67.9% | -107.6% | -67.8% |
| All | -58.0% | +284.0% | -342.0% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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