+1,527.5%
META vs XPO
+3,374.4%
-1,846.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.5% | -3.5% | -0.1% |
| 7D | +6.7% | +2.4% | +4.3% | +6.0% |
| 30D | +4.8% | -3.5% | +8.3% | +5.5% |
| 3M | -1.6% | -11.9% | +10.3% | +0.9% |
| 6M | -7.5% | -10.0% | +2.5% | -6.0% |
| YTD | -6.4% | +42.1% | -48.5% | -15.5% |
| 1Y | -17.3% | +47.6% | -64.9% | -26.9% |
| 3Y | +109.9% | +153.6% | -43.6% | +57.4% |
| 5Y | +65.4% | +266.5% | -201.2% | +9.0% |
| 10Y | +391.8% | +1,460.4% | -1,068.6% | +136.5% |
| All | +1,527.5% | +3,374.4% | -1,846.9% | +524.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling