+1,086.7%
FLEX vs XPO
+1,410.5%
-323.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.2% |
| 7D | +6.4% | -0.9% | +7.3% | +6.7% |
| 30D | -5.9% | -8.1% | +2.2% | -2.7% |
| 3M | -23.5% | -19.0% | -4.4% | -16.9% |
| 6M | +83.7% | -5.2% | +88.9% | +87.8% |
| YTD | +86.5% | +35.6% | +50.9% | +65.4% |
| 1Y | +100.5% | +41.1% | +59.4% | +73.2% |
| 3Y | +469.8% | +157.9% | +311.9% | +272.1% |
| 5Y | +725.7% | +265.6% | +460.0% | +339.8% |
| 10Y | +1,086.7% | +1,516.8% | -430.1% | +325.2% |
| All | +1,086.7% | +1,410.5% | -323.7% | +325.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling