+676.6%
UMAC vs XPO
+55.1%
+621.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.8% |
| 7D | -4.0% | -1.3% | -2.7% | -3.5% |
| 30D | -9.4% | -10.4% | +1.0% | -4.7% |
| 3M | +3.0% | -15.7% | +18.7% | +11.0% |
| 6M | +27.2% | -6.3% | +33.5% | +30.2% |
| YTD | +84.7% | +34.2% | +50.5% | +56.7% |
| 1Y | +136.5% | +39.9% | +96.5% | +95.8% |
| All | +676.6% | +55.1% | +621.5% | +433.7% |
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