+757.4%
UMAC vs XPO
+61.7%
+695.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.6% | +10.9% | +10.1% |
| 7D | +14.7% | +2.7% | +12.0% | +13.1% |
| 30D | -0.5% | -6.2% | +5.7% | +2.4% |
| 3M | +0.5% | -15.4% | +15.9% | +8.0% |
| 6M | +57.9% | +0.7% | +57.2% | +56.5% |
| YTD | +103.9% | +39.8% | +64.1% | +69.6% |
| 1Y | +159.3% | +43.3% | +116.0% | +112.3% |
| All | +757.4% | +61.7% | +695.8% | +477.8% |
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 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