+155.1%
NEM vs ETN
+185.4%
-30.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.4% | -0.4% |
| 7D | -1.0% | +3.5% | -4.5% | -1.8% |
| 30D | +7.8% | -7.5% | +15.4% | +9.7% |
| 3M | +30.2% | +8.3% | +21.9% | +27.3% |
| 6M | +9.6% | +20.2% | -10.6% | +5.4% |
| YTD | +27.8% | +34.7% | -6.8% | +21.0% |
| 1Y | +60.7% | +19.4% | +41.3% | +54.6% |
| 3Y | +245.3% | +85.5% | +159.8% | +214.3% |
| All | +155.1% | +185.4% | -30.3% | +117.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling