-43.9%
FLUT vs XPO
+159.4%
-203.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +3.8% | +2.7% | +1.1% | +3.2% |
| 30D | +6.3% | -6.2% | +12.5% | +7.6% |
| 3M | -4.0% | -15.4% | +11.4% | -0.9% |
| 6M | -10.3% | +0.7% | -11.0% | -11.3% |
| YTD | -53.2% | +39.8% | -93.0% | -57.6% |
| 1Y | -65.0% | +43.3% | -108.4% | -68.7% |
| 3Y | -43.9% | +166.0% | -209.9% | -55.4% |
| All | -43.9% | +159.4% | -203.3% | -55.4% |
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