+3.1%
FERG vs QXO
-25.8%
+28.9%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.4% | +0.8% |
| 7D | +7.7% | +16.6% | -8.9% | +3.8% |
| 30D | +11.5% | +6.6% | +4.9% | +9.4% |
| 3M | -2.4% | -17.5% | +15.1% | +1.3% |
| 6M | -4.0% | -33.8% | +29.8% | +4.1% |
| YTD | +13.4% | -34.4% | +47.7% | +21.0% |
| 1Y | +3.1% | -25.0% | +28.0% | +4.9% |
| All | +3.1% | -25.8% | +28.9% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 1y: compounded portfolio wealth divided by compounded QXO 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…
1y analysis · Full analysis span regression · 6 months rolling