-17.3%
META vs XPO
+53.4%
-70.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | +0.8% |
| 7D | +6.7% | +2.4% | +4.3% | +6.6% |
| 30D | +4.8% | -3.5% | +8.3% | +4.9% |
| 3M | -1.6% | -11.9% | +10.3% | -1.1% |
| 6M | -7.5% | -10.0% | +2.5% | -8.1% |
| YTD | -6.4% | +42.1% | -48.5% | -4.0% |
| 1Y | -17.3% | +47.6% | -64.9% | -11.9% |
| All | -17.3% | +53.4% | -70.8% | -11.9% |
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 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