+652.8%
FLEX vs XPO
+1,239.4%
-586.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +2.2% | +0.5% | +1.7% | +2.5% |
| 30D | -32.6% | +4.7% | -37.3% | -33.8% |
| 3M | -35.5% | -7.1% | -28.4% | -33.5% |
| 6M | -45.6% | -6.3% | -39.3% | -44.1% |
| YTD | +30.7% | +39.1% | -8.4% | +14.7% |
| 1Y | +28.4% | +36.7% | -8.3% | +13.2% |
| 3Y | +301.7% | +127.4% | +174.3% | +176.0% |
| 5Y | +473.3% | +315.0% | +158.3% | +189.6% |
| All | +652.8% | +1,239.4% | -586.6% | +159.0% |
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