+472.4%
NEM vs ETR
+4,465.2%
-3,992.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.1% |
| 7D | +3.9% | +1.4% | +2.4% | +3.5% |
| 30D | +12.7% | +1.9% | +10.9% | +12.1% |
| 3M | +28.7% | +1.0% | +27.7% | +28.1% |
| 6M | +9.8% | +4.8% | +4.9% | +8.2% |
| YTD | +28.1% | +19.5% | +8.6% | +22.0% |
| 1Y | +69.3% | +28.1% | +41.2% | +58.5% |
| 3Y | +247.7% | +151.1% | +96.5% | +172.6% |
| 5Y | +153.4% | +125.2% | +28.2% | +102.9% |
| 10Y | +291.3% | +291.1% | +0.1% | +170.7% |
| All | +472.4% | +4,465.2% | -3,992.8% | +298.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling