+375.4%
NEM vs FLEX
+7,523.3%
-7,148.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +23.1% | -10.1% | +33.2% | +23.9% |
| 3M | +18.5% | -31.3% | +49.8% | +21.1% |
| 6M | +7.8% | +71.3% | -63.5% | +3.5% |
| YTD | +29.1% | +81.2% | -52.1% | +23.5% |
| 1Y | +72.7% | +98.5% | -25.8% | +64.2% |
| 3Y | +248.7% | +428.2% | -179.5% | +211.3% |
| 5Y | +148.7% | +657.3% | -508.6% | +116.6% |
| 10Y | +304.8% | +995.9% | -691.2% | +237.8% |
| All | +375.4% | +7,523.3% | -7,148.0% | +241.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling