+75.9%
UBER vs EFV
+133.1%
-57.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -2.7% |
| 7D | -2.8% | +1.0% | -3.8% | -3.9% |
| 30D | -2.5% | +0.2% | -2.7% | -2.7% |
| 3M | +4.4% | +9.6% | -5.2% | -6.0% |
| 6M | -2.7% | +14.0% | -16.7% | -16.5% |
| YTD | -10.5% | +18.5% | -29.0% | -27.1% |
| 1Y | -22.5% | +27.9% | -50.4% | -42.3% |
| 3Y | +54.8% | +92.4% | -37.6% | -30.0% |
| 5Y | +82.5% | +97.2% | -14.7% | -18.8% |
| All | +75.9% | +133.1% | -57.2% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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