+60.7%
NEM vs ETR
+21.8%
+38.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -1.0% | -1.8% | +0.8% | -0.2% |
| 30D | +7.8% | -1.8% | +9.6% | +8.6% |
| 3M | +30.2% | -3.6% | +33.8% | +31.9% |
| 6M | +9.6% | +2.6% | +7.0% | +6.0% |
| YTD | +27.8% | +16.0% | +11.8% | +15.0% |
| 1Y | +60.7% | +20.1% | +40.6% | +39.1% |
| All | +60.7% | +21.8% | +38.9% | +39.1% |
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