+153.4%
NEM vs FLEX
+698.8%
-545.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.4% | -5.2% | -1.6% |
| 7D | +3.9% | +7.0% | -3.1% | +2.5% |
| 30D | +12.7% | -5.8% | +18.5% | +13.8% |
| 3M | +28.7% | -24.2% | +52.9% | +33.9% |
| 6M | +9.8% | +90.8% | -81.0% | -5.1% |
| YTD | +28.1% | +89.2% | -61.1% | +10.8% |
| 1Y | +69.3% | +104.7% | -35.4% | +44.3% |
| 3Y | +247.7% | +478.1% | -230.4% | +147.6% |
| 5Y | +153.4% | +726.2% | -572.8% | +74.2% |
| All | +153.4% | +698.8% | -545.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling