+1,842.6%
UMC vs XPO
+1,516.3%
+326.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +9.0% | -5.7% | +14.7% | +10.4% |
| 30D | +17.2% | -12.8% | +30.1% | +20.8% |
| 3M | +11.4% | -20.0% | +31.4% | +16.9% |
| 6M | +137.5% | -6.0% | +143.6% | +140.3% |
| YTD | +193.1% | +34.0% | +159.1% | +171.3% |
| 1Y | +240.3% | +35.6% | +204.7% | +212.2% |
| 3Y | +262.2% | +152.3% | +109.9% | +173.3% |
| 5Y | +143.1% | +264.4% | -121.2% | +58.9% |
| All | +1,842.6% | +1,516.3% | +326.3% | +933.9% |
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