+345.2%
NEM vs FLEX
+5,196.9%
-4,851.7%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.7% | -1.5% | -4.0% |
| 7D | +11.6% | -13.6% | +25.3% | +12.4% |
| 30D | +1.8% | -36.5% | +38.3% | +4.5% |
| 3M | +2.5% | -36.4% | +38.9% | +5.2% |
| 6M | +3.4% | -46.5% | +49.9% | +7.0% |
| YTD | +20.9% | +25.9% | -5.0% | +18.0% |
| 1Y | +37.2% | +19.6% | +17.6% | +34.2% |
| 3Y | +271.6% | +287.0% | -15.4% | +237.7% |
| 5Y | +136.6% | +466.6% | -330.0% | +109.6% |
| 10Y | +342.6% | +626.9% | -284.3% | +277.8% |
| All | +345.2% | +5,196.9% | -4,851.7% | +226.3% |
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