+247.7%
NEM vs FLEX
+475.0%
-227.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.7% |
| 7D | +3.9% | +7.0% | -3.1% | +2.4% |
| 30D | +12.7% | -5.8% | +18.5% | +13.9% |
| 3M | +28.7% | -24.2% | +52.9% | +34.5% |
| 6M | +9.8% | +90.8% | -81.0% | -7.3% |
| YTD | +28.1% | +89.2% | -61.1% | +8.2% |
| 1Y | +69.3% | +104.7% | -35.4% | +40.6% |
| 3Y | +247.7% | +478.1% | -230.4% | +121.8% |
| All | +247.7% | +475.0% | -227.4% | +121.8% |
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