+304.4%
UTHR vs XPO
+1,517.7%
-1,213.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.5% |
| 7D | +2.8% | -1.3% | +4.1% | +2.9% |
| 30D | -2.3% | -10.4% | +8.1% | -1.1% |
| 3M | -7.4% | -15.7% | +8.3% | -5.7% |
| 6M | -6.0% | -6.3% | +0.4% | -5.8% |
| YTD | +3.4% | +34.2% | -30.8% | -1.5% |
| 1Y | +27.1% | +39.9% | -12.9% | +19.9% |
| 3Y | +123.8% | +155.2% | -31.4% | +88.5% |
| 5Y | +139.6% | +264.7% | -125.0% | +85.1% |
| All | +304.4% | +1,517.7% | -1,213.3% | +146.8% |
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 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