-49.8%
FLUT vs XPO
+306.2%
-356.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.3% | -1.6% |
| 7D | -0.7% | +9.0% | -9.7% | -2.8% |
| 30D | +9.3% | +4.2% | +5.1% | +8.0% |
| 3M | -17.5% | -8.7% | -8.8% | -16.0% |
| 6M | -14.6% | -2.8% | -11.9% | -14.8% |
| YTD | -62.3% | +41.9% | -104.1% | -66.3% |
| 1Y | -59.6% | +42.3% | -102.0% | -64.1% |
| 3Y | -45.3% | +127.3% | -172.6% | -58.7% |
| All | -49.8% | +306.2% | -356.0% | -71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling