+154.0%
NEM vs FLR
+230.6%
-76.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.5% |
| 7D | -3.3% | -6.9% | +3.6% | -2.0% |
| 30D | +7.8% | +1.1% | +6.7% | +7.5% |
| 3M | +36.3% | +14.3% | +21.9% | +32.2% |
| 6M | +6.6% | +19.1% | -12.5% | +2.1% |
| YTD | +27.1% | +35.1% | -8.0% | +19.2% |
| 1Y | +62.3% | +29.5% | +32.9% | +53.0% |
| 3Y | +245.1% | +53.0% | +192.1% | +203.6% |
| 5Y | +154.0% | +238.9% | -84.9% | +109.0% |
| All | +154.0% | +230.6% | -76.6% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling