+3.1%
FERG vs XPO
+38.8%
-35.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +3.2% |
| 7D | +7.7% | +3.5% | +4.2% | +6.6% |
| 30D | +11.5% | +2.8% | +8.6% | +10.5% |
| 3M | -2.4% | -7.5% | +5.1% | -0.5% |
| 6M | -4.0% | -5.9% | +2.0% | -3.1% |
| YTD | +13.4% | +38.4% | -25.0% | +1.6% |
| 1Y | +3.1% | +33.7% | -30.6% | -7.1% |
| All | +3.1% | +38.8% | -35.7% | -7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling