+163.6%
NEM vs FLNC
-71.1%
+234.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.3% | -1.7% |
| 7D | -3.3% | -5.0% | +1.7% | -3.0% |
| 30D | +7.8% | -26.1% | +33.9% | +10.1% |
| 3M | +36.3% | -55.2% | +91.4% | +43.5% |
| 6M | +6.6% | -42.6% | +49.2% | +8.6% |
| YTD | +27.1% | -51.0% | +78.2% | +30.4% |
| 1Y | +62.3% | +43.3% | +19.0% | +55.0% |
| 3Y | +245.1% | -63.4% | +308.5% | +240.3% |
| All | +163.6% | -71.1% | +234.6% | +152.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling