-24.4%
NOW vs ETN
+126.2%
-150.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.4% | +2.6% |
| 7D | -5.6% | +2.4% | -8.0% | -6.2% |
| 30D | -26.8% | -15.2% | -11.5% | -23.6% |
| 3M | -19.4% | -21.2% | +1.8% | -14.6% |
| 6M | +12.3% | -13.5% | +25.8% | +12.9% |
| YTD | -32.9% | +14.5% | -47.4% | -43.8% |
| 1Y | -40.3% | -0.9% | -39.4% | -45.8% |
| 3Y | -19.1% | +68.6% | -87.7% | -52.7% |
| 5Y | -24.4% | +129.0% | -153.4% | -67.1% |
| All | -24.4% | +126.2% | -150.6% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling