+250.5%
NEM vs FLR
+56.0%
+194.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +2.0% |
| 7D | +3.1% | -3.1% | +6.2% | +3.8% |
| 30D | +10.0% | +4.9% | +5.1% | +8.7% |
| 3M | +30.9% | +10.8% | +20.1% | +27.1% |
| 6M | +10.5% | +19.7% | -9.1% | +4.9% |
| YTD | +29.7% | +38.4% | -8.6% | +19.5% |
| 1Y | +71.1% | +34.7% | +36.4% | +58.3% |
| All | +250.5% | +56.0% | +194.5% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 3y: compounded portfolio wealth divided by compounded FLR 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…
3y analysis · Full analysis span regression · 6 months rolling