+1,526.4%
FERG vs XPO
+10,874.2%
-9,347.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +9.7% | +9.0% | +0.8% | +8.8% |
| 30D | +15.0% | +4.2% | +10.9% | +14.6% |
| 3M | +3.8% | -8.7% | +12.4% | +4.7% |
| 6M | +10.6% | -2.8% | +13.4% | +10.8% |
| YTD | +17.0% | +41.9% | -24.9% | +12.9% |
| 1Y | +7.1% | +42.3% | -35.2% | +3.2% |
| 3Y | +67.7% | +127.3% | -59.5% | +54.4% |
| 5Y | +76.4% | +306.4% | -230.0% | +52.9% |
| 10Y | +424.2% | +1,290.9% | -866.7% | +342.0% |
| All | +1,526.4% | +10,874.2% | -9,347.9% | +1,231.1% |
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 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