+404.3%
META vs XPO
+1,334.3%
-930.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.6% | +0.8% |
| 7D | -0.8% | -6.7% | +5.9% | +1.1% |
| 30D | -15.4% | -1.9% | -13.5% | -15.1% |
| 3M | +3.5% | -9.9% | +13.4% | +6.0% |
| 6M | -0.3% | -16.4% | +16.1% | +3.6% |
| YTD | -7.3% | +30.2% | -37.5% | -16.1% |
| 1Y | -1.1% | +29.9% | -31.0% | -10.7% |
| 3Y | +95.1% | +122.6% | -27.6% | +43.5% |
| 5Y | +80.6% | +278.9% | -198.3% | +8.4% |
| All | +404.3% | +1,334.3% | -930.1% | +169.6% |
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