+2,771.1%
NOW vs ETN
+1,406.3%
+1,364.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.4% | -4.4% |
| 7D | -2.4% | +2.0% | -4.4% | -3.2% |
| 30D | +20.5% | -7.9% | +28.4% | +24.1% |
| 3M | +18.3% | -1.6% | +20.0% | +15.9% |
| 6M | +24.1% | +16.9% | +7.2% | +9.1% |
| YTD | -7.8% | +30.1% | -37.9% | -24.1% |
| 1Y | -21.4% | +19.3% | -40.7% | -33.0% |
| 3Y | +19.5% | +82.5% | -63.0% | -20.8% |
| 5Y | +4.1% | +166.8% | -162.8% | -43.7% |
| 10Y | +826.4% | +649.7% | +176.7% | +180.7% |
| All | +2,771.1% | +1,406.3% | +1,364.8% | +642.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling