+271.6%
NEM vs FLEX
+293.2%
-21.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -3.7% |
| 7D | +11.6% | -13.6% | +25.3% | +13.9% |
| 30D | +1.8% | -36.5% | +38.3% | +10.1% |
| 3M | +2.5% | -36.4% | +38.9% | +10.4% |
| 6M | +3.4% | -46.5% | +49.9% | +14.0% |
| YTD | +20.9% | +25.9% | -5.0% | +9.4% |
| 1Y | +37.2% | +19.6% | +17.6% | +24.9% |
| 3Y | +271.6% | +287.0% | -15.4% | +157.8% |
| All | +271.6% | +293.2% | -21.6% | +157.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling