+245.3%
NEM vs ETN
+86.8%
+158.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -0.6% |
| 7D | -1.0% | +3.5% | -4.5% | -2.1% |
| 30D | +7.8% | -7.5% | +15.4% | +10.2% |
| 3M | +30.2% | +8.3% | +21.9% | +26.3% |
| 6M | +9.6% | +20.2% | -10.6% | +3.8% |
| YTD | +27.8% | +34.7% | -6.8% | +18.4% |
| 1Y | +60.7% | +19.4% | +41.3% | +52.3% |
| 3Y | +245.3% | +85.5% | +159.8% | +200.7% |
| All | +245.3% | +86.8% | +158.5% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 3y: compounded portfolio wealth divided by compounded ETN 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…
3y analysis · Full analysis span regression · 6 months rolling