+1,593.8%
META vs XPO
+3,286.4%
-1,692.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.3% | -1.5% | +4.8% | +3.7% |
| 30D | -10.8% | +2.6% | -13.3% | -11.4% |
| 3M | +7.9% | -6.1% | +14.0% | +9.1% |
| 6M | +5.4% | -8.0% | +13.4% | +6.5% |
| YTD | -2.6% | +38.5% | -41.1% | -11.8% |
| 1Y | +1.9% | +35.0% | -33.1% | -7.4% |
| 3Y | +97.0% | +126.5% | -29.5% | +51.8% |
| 5Y | +97.6% | +315.4% | -217.8% | +27.4% |
| 10Y | +436.0% | +1,272.1% | -836.1% | +163.7% |
| All | +1,593.8% | +3,286.4% | -1,692.6% | +551.9% |
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 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