+109.7%
UL vs XPO
+1,266.4%
-1,156.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.2% | +0.9% |
| 7D | +1.1% | +9.0% | -7.8% | +0.4% |
| 30D | +4.5% | +4.2% | +0.3% | +4.1% |
| 3M | +6.5% | -8.7% | +15.1% | +7.2% |
| 6M | +18.2% | -2.8% | +20.9% | +18.1% |
| YTD | +4.7% | +41.9% | -37.2% | +0.8% |
| 1Y | +0.8% | +42.3% | -41.6% | -3.0% |
| 3Y | +35.9% | +127.3% | -91.4% | +21.8% |
| 5Y | +33.4% | +306.4% | -273.0% | +8.7% |
| All | +109.7% | +1,266.4% | -1,156.7% | +58.4% |
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 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