+657.4%
UMAC vs XPO
+55.0%
+602.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.4% | -2.4% |
| 7D | -3.4% | -5.7% | +2.2% | -0.8% |
| 30D | -15.1% | -12.8% | -2.3% | -9.6% |
| 3M | -10.8% | -20.0% | +9.2% | -1.7% |
| 6M | +15.7% | -6.0% | +21.7% | +18.3% |
| YTD | +80.1% | +34.0% | +46.1% | +52.9% |
| 1Y | +116.7% | +35.6% | +81.2% | +82.1% |
| All | +657.4% | +55.0% | +602.5% | +420.8% |
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