+91.3%
META vs XPO
+128.1%
-36.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +3.1% | +6.9% | -3.8% | +1.5% |
| 30D | -18.2% | +4.1% | -22.3% | -19.0% |
| 3M | +7.8% | -9.7% | +17.6% | +10.1% |
| 6M | +3.6% | -3.8% | +7.4% | +3.5% |
| YTD | -5.3% | +38.8% | -44.0% | -15.2% |
| 1Y | +2.7% | +34.2% | -31.5% | -7.5% |
| All | +91.3% | +128.1% | -36.9% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling