-2.3%
FERG vs QXO
-34.8%
+32.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.5% |
| 7D | 0.0% | -1.3% | +1.2% | +0.3% |
| 30D | -10.2% | -16.0% | +5.9% | -6.6% |
| 3M | -0.6% | -17.7% | +17.2% | +3.3% |
| 6M | -6.5% | -42.6% | +36.1% | +4.4% |
| YTD | +4.2% | -30.8% | +35.0% | +10.5% |
| 1Y | -2.3% | -35.3% | +33.1% | +4.7% |
| All | -2.3% | -34.8% | +32.6% | +4.7% |
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