+894.0%
FLEX vs XPO
+10,316.6%
-9,422.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.5% | -3.0% | +0.7% |
| 7D | -0.9% | +2.4% | -3.3% | -1.4% |
| 30D | -10.1% | -3.5% | -6.6% | -9.5% |
| 3M | -31.3% | -11.9% | -19.4% | -29.7% |
| 6M | +71.3% | -10.0% | +81.2% | +74.8% |
| YTD | +81.2% | +42.1% | +39.2% | +70.4% |
| 1Y | +98.5% | +47.6% | +50.9% | +84.6% |
| 3Y | +428.2% | +153.6% | +274.7% | +343.0% |
| 5Y | +657.3% | +266.5% | +390.8% | +484.5% |
| 10Y | +995.9% | +1,460.4% | -464.5% | +606.6% |
| All | +894.0% | +10,316.6% | -9,422.6% | +443.5% |
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