+165.0%
NEM vs FLNC
-70.4%
+235.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -1.9% | +0.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.8% |
| 30D | +7.8% | -24.8% | +32.6% | +9.9% |
| 3M | +30.2% | -59.1% | +89.3% | +38.0% |
| 6M | +9.6% | -42.0% | +51.6% | +11.6% |
| YTD | +27.8% | -49.8% | +77.6% | +30.8% |
| 1Y | +60.7% | +43.1% | +17.6% | +53.4% |
| 3Y | +245.3% | -61.0% | +306.2% | +239.5% |
| All | +165.0% | -70.4% | +235.3% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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