+590.6%
FLEX vs XPO
+10,052.8%
-9,462.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -13.6% | -1.5% | -12.1% | -13.2% |
| 30D | -36.5% | +2.6% | -39.1% | -36.7% |
| 3M | -36.4% | -6.1% | -30.3% | -35.6% |
| 6M | -46.5% | -8.0% | -38.5% | -45.6% |
| YTD | +25.9% | +38.5% | -12.5% | +19.0% |
| 1Y | +19.6% | +35.0% | -15.5% | +13.4% |
| 3Y | +287.0% | +126.5% | +160.6% | +231.7% |
| 5Y | +466.6% | +315.4% | +151.2% | +330.9% |
| 10Y | +626.9% | +1,272.1% | -645.2% | +375.6% |
| All | +590.6% | +10,052.8% | -9,462.1% | +279.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling