-56.6%
NCLH vs EMR
+279.2%
-335.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.2% | +2.8% | -2.6% | -2.8% |
| 30D | +20.8% | +3.7% | +17.1% | +16.5% |
| 3M | -8.1% | +2.0% | -10.2% | -10.2% |
| 6M | +11.8% | +22.1% | -10.3% | -10.4% |
| YTD | -19.5% | +27.2% | -46.8% | -39.6% |
| 1Y | -3.2% | +32.0% | -35.3% | -30.2% |
| 3Y | +37.1% | +103.3% | -66.2% | -40.2% |
| 5Y | -29.9% | +88.2% | -118.1% | -66.8% |
| All | -56.6% | +279.2% | -335.8% | -88.4% |
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