+6.6%
NEM vs ETN
+16.3%
-9.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.4% |
| 7D | -3.3% | +3.0% | -6.3% | -4.7% |
| 30D | +7.8% | -10.9% | +18.8% | +13.6% |
| 3M | +36.3% | +9.2% | +27.0% | +26.4% |
| 6M | +6.6% | +13.9% | -7.4% | -3.6% |
| All | +6.6% | +16.3% | -9.7% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling