+738.6%
UMC vs XPO
+9,839.2%
-9,100.5%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.1% | +7.0% | +4.4% |
| 7D | +13.6% | -0.9% | +14.6% | +13.7% |
| 30D | +20.8% | -8.1% | +28.9% | +21.9% |
| 3M | +16.1% | -19.0% | +35.2% | +19.0% |
| 6M | +137.3% | -5.2% | +142.5% | +138.6% |
| YTD | +193.8% | +35.6% | +158.2% | +182.2% |
| 1Y | +236.1% | +41.1% | +195.0% | +220.3% |
| 3Y | +267.1% | +157.9% | +109.2% | +220.7% |
| 5Y | +145.3% | +265.6% | -120.4% | +102.3% |
| 10Y | +1,857.3% | +1,516.8% | +340.5% | +1,304.1% |
| All | +738.6% | +9,839.2% | -9,100.5% | +421.9% |
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 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