-50.6%
FLUT vs XPO
+262.4%
-313.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.6% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | +5.4% | -8.1% | +13.5% | +7.4% |
| 3M | -10.8% | -19.0% | +8.3% | -6.5% |
| 6M | -9.2% | -5.2% | -4.0% | -8.9% |
| YTD | -53.8% | +35.6% | -89.4% | -58.2% |
| 1Y | -66.0% | +41.1% | -107.1% | -69.7% |
| 3Y | -44.7% | +157.9% | -202.6% | -59.7% |
| 5Y | -50.6% | +265.6% | -316.2% | -70.2% |
| All | -50.6% | +262.4% | -313.0% | -70.2% |
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 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