+479.7%
NEM vs ETN
+20,265.8%
-19,786.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.6% |
| 7D | +3.1% | +6.2% | -3.2% | +1.8% |
| 30D | +10.0% | -6.7% | +16.7% | +11.4% |
| 3M | +30.9% | +3.6% | +27.3% | +29.5% |
| 6M | +10.5% | +18.3% | -7.8% | +6.6% |
| YTD | +29.7% | +31.5% | -1.7% | +22.7% |
| 1Y | +71.1% | +20.6% | +50.6% | +64.4% |
| 3Y | +252.1% | +82.5% | +169.6% | +207.1% |
| 5Y | +157.7% | +177.8% | -20.1% | +104.3% |
| 10Y | +319.4% | +705.0% | -385.7% | +157.8% |
| All | +479.7% | +20,265.8% | -19,786.1% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling