+1,249.5%
XPO vs URA
+266.3%
+983.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.8% |
| 7D | +9.0% | -1.5% | +10.5% | +9.5% |
| 30D | +4.2% | -10.4% | +14.6% | +8.1% |
| 3M | -8.7% | -29.6% | +21.0% | +2.9% |
| 6M | -2.8% | -40.3% | +37.5% | +15.0% |
| YTD | +41.9% | -25.5% | +67.4% | +50.6% |
| 1Y | +42.3% | -26.4% | +68.7% | +50.9% |
| 3Y | +127.3% | +31.4% | +95.8% | +75.7% |
| 5Y | +306.4% | +28.6% | +277.8% | +203.0% |
| All | +1,249.5% | +266.3% | +983.3% | +473.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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