+1,335.0%
FERG vs XPO
+10,717.7%
-9,382.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.8% |
| 7D | +3.4% | +2.7% | +0.7% | +3.1% |
| 30D | -11.5% | -6.2% | -5.3% | -11.0% |
| 3M | +1.3% | -15.4% | +16.7% | +2.9% |
| 6M | -1.0% | +0.7% | -1.7% | -1.2% |
| YTD | +3.2% | +39.8% | -36.6% | -0.3% |
| 1Y | -3.0% | +43.3% | -46.3% | -6.6% |
| 3Y | +55.0% | +166.0% | -111.0% | +41.0% |
| 5Y | +72.6% | +274.2% | -201.5% | +50.1% |
| 10Y | +358.9% | +1,429.0% | -1,070.1% | +286.6% |
| All | +1,335.0% | +10,717.7% | -9,382.6% | +1,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling