+115.0%
UMC vs XPO
+38.8%
+76.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.8% |
| 7D | -14.7% | +3.5% | -18.2% | -15.3% |
| 30D | -32.9% | +2.8% | -35.7% | -33.3% |
| 3M | -22.2% | -7.5% | -14.7% | -21.0% |
| 6M | +25.9% | -5.9% | +31.9% | +28.2% |
| YTD | +107.9% | +38.4% | +69.5% | +123.8% |
| 1Y | +115.0% | +33.7% | +81.3% | +131.3% |
| All | +115.0% | +38.8% | +76.3% | +131.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling