+67.7%
FERG vs QXO
-70.1%
+137.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -2.6% | -7.8% | +5.2% | -2.4% |
| 30D | -8.9% | -18.1% | +9.2% | -8.6% |
| 3M | -2.0% | -25.8% | +23.7% | -1.6% |
| 6M | -3.2% | -41.7% | +38.5% | -2.5% |
| YTD | +1.5% | -36.2% | +37.7% | +2.1% |
| 1Y | +0.5% | -42.1% | +42.6% | +1.1% |
| 3Y | +50.4% | -46.2% | +96.6% | +48.5% |
| All | +67.7% | -70.1% | +137.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling