+51.1%
NEM vs ETR
+18.4%
+32.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +2.7% | +7.2% | +8.6% |
| 7D | +3.7% | +3.7% | 0.0% | +2.0% |
| 30D | +2.0% | +11.0% | -9.0% | -2.6% |
| 3M | +21.1% | +3.4% | +17.7% | +19.1% |
| 6M | +9.5% | -3.3% | +12.8% | +11.2% |
| YTD | +19.1% | +23.3% | -4.2% | +4.1% |
| 1Y | +51.1% | +19.2% | +31.9% | +35.6% |
| All | +51.1% | +18.4% | +32.7% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling