-11.0%
FLUT vs XPO
+1,517.7%
-1,528.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.5% |
| 7D | -3.6% | -1.3% | -2.2% | -3.4% |
| 30D | -0.3% | -10.4% | +10.0% | +1.2% |
| 3M | -12.6% | -15.7% | +3.1% | -10.6% |
| 6M | -8.0% | -6.3% | -1.7% | -7.6% |
| YTD | -54.1% | +34.2% | -88.3% | -56.6% |
| 1Y | -66.1% | +39.9% | -106.1% | -68.3% |
| 3Y | -45.0% | +155.2% | -200.3% | -53.4% |
| 5Y | -51.2% | +264.7% | -315.9% | -62.0% |
| All | -11.0% | +1,517.7% | -1,528.7% | -31.6% |
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