+669.3%
FERG vs QXO
-8.6%
+677.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.3% | +2.3% | -1.0% |
| 7D | -1.0% | -8.7% | +7.7% | -0.9% |
| 30D | -11.8% | -21.0% | +9.1% | -11.7% |
| 3M | -1.2% | -18.4% | +17.2% | -1.1% |
| 6M | -2.3% | -43.0% | +40.7% | -2.0% |
| YTD | +0.8% | -36.3% | +37.1% | +1.1% |
| 1Y | +0.5% | -42.8% | +43.3% | +0.8% |
| 3Y | +51.4% | -45.8% | +97.1% | +49.9% |
| 5Y | +67.5% | -70.8% | +138.3% | +65.8% |
| 10Y | +348.1% | +36.3% | +311.8% | +341.0% |
| All | +669.3% | -8.6% | +677.9% | +662.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling