+1,103.4%
NEM vs FLR
+603.8%
+499.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.5% |
| 7D | +0.3% | +5.4% | -5.1% | -0.5% |
| 30D | +23.1% | +11.4% | +11.7% | +20.9% |
| 3M | +18.5% | +11.4% | +7.1% | +16.3% |
| 6M | +7.8% | +16.6% | -8.9% | +4.7% |
| YTD | +29.1% | +41.7% | -12.6% | +21.9% |
| 1Y | +72.7% | +35.4% | +37.2% | +63.9% |
| 3Y | +248.7% | +57.3% | +191.4% | +216.1% |
| 5Y | +148.7% | +241.0% | -92.3% | +98.6% |
| 10Y | +304.8% | +16.6% | +288.1% | +243.5% |
| All | +1,103.4% | +603.8% | +499.6% | +859.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling