+1,780.1%
FLUT vs XPO
+10,316.6%
-8,536.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -2.5% |
| 7D | -1.6% | +2.4% | -4.0% | -1.8% |
| 30D | +7.7% | -3.5% | +11.3% | +8.0% |
| 3M | -0.7% | -11.9% | +11.2% | 0.0% |
| 6M | -11.2% | -10.0% | -1.2% | -10.8% |
| YTD | -53.4% | +42.1% | -95.5% | -54.7% |
| 1Y | -65.8% | +47.6% | -113.4% | -66.8% |
| 3Y | -44.9% | +153.6% | -198.5% | -48.5% |
| 5Y | -49.7% | +266.5% | -316.2% | -54.4% |
| 10Y | -9.7% | +1,460.4% | -1,470.2% | -21.9% |
| All | +1,780.1% | +10,316.6% | -8,536.5% | +1,420.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling