-63.2%
FLUT vs XPO
+38.8%
-101.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -2.1% |
| 7D | +4.2% | +3.5% | +0.6% | +3.8% |
| 30D | +8.0% | +2.8% | +5.2% | +7.7% |
| 3M | -22.1% | -7.5% | -14.6% | -21.3% |
| 6M | -21.7% | -5.9% | -15.7% | -21.4% |
| YTD | -62.0% | +38.4% | -100.3% | -66.5% |
| 1Y | -63.2% | +33.7% | -96.9% | -67.2% |
| All | -63.2% | +38.8% | -101.9% | -67.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling