+71.1%
NEM vs FLEX
+101.8%
-30.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +3.1% | +6.4% | -3.3% | +1.5% |
| 30D | +10.0% | -5.9% | +15.9% | +11.3% |
| 3M | +30.9% | -23.5% | +54.3% | +37.1% |
| 6M | +10.5% | +83.7% | -73.2% | -12.9% |
| YTD | +29.7% | +86.5% | -56.8% | +1.2% |
| 1Y | +71.1% | +100.5% | -29.4% | +26.5% |
| All | +71.1% | +101.8% | -30.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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