+433.3%
META vs XPO
+1,289.5%
-856.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -0.2% | +0.5% | -0.7% | -0.3% |
| 30D | -15.4% | +4.7% | -20.1% | -16.5% |
| 3M | +5.0% | -7.1% | +12.1% | +6.7% |
| 6M | +5.2% | -6.3% | +11.4% | +5.9% |
| YTD | -4.5% | +39.1% | -43.6% | -15.1% |
| 1Y | +0.6% | +36.7% | -36.1% | -10.4% |
| 3Y | +93.1% | +127.4% | -34.3% | +41.1% |
| 5Y | +93.7% | +315.0% | -221.3% | +13.2% |
| 10Y | +433.3% | +1,263.5% | -830.1% | +160.3% |
| All | +433.3% | +1,289.5% | -856.1% | +160.3% |
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