+449.4%
FLEX vs XPO
+165.6%
+283.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | -0.3% |
| 7D | -0.9% | +2.4% | -3.3% | -1.9% |
| 30D | -10.1% | -3.5% | -6.6% | -8.8% |
| 3M | -31.3% | -11.9% | -19.4% | -27.8% |
| 6M | +71.3% | -10.0% | +81.2% | +78.1% |
| YTD | +81.2% | +42.1% | +39.2% | +60.5% |
| 1Y | +98.5% | +47.6% | +50.9% | +71.7% |
| All | +449.4% | +165.6% | +283.8% | +306.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling