+159.2%
NEM vs ETR
+126.1%
+33.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.5% | +1.8% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | +10.0% | +2.0% | +7.9% | +9.0% |
| 3M | +30.9% | -1.7% | +32.6% | +31.5% |
| 6M | +10.5% | +3.6% | +7.0% | +8.4% |
| YTD | +29.7% | +18.0% | +11.7% | +20.7% |
| 1Y | +71.1% | +26.2% | +44.9% | +55.1% |
| 3Y | +252.1% | +148.0% | +104.1% | +137.6% |
| All | +159.2% | +126.1% | +33.1% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling