+72.4%
UBER vs EFX
+53.3%
+19.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -5.4% | -4.5% | -0.9% | -3.3% |
| 30D | -4.9% | -6.1% | +1.2% | -2.2% |
| 3M | +3.0% | +6.2% | -3.2% | -0.5% |
| 6M | -4.4% | -11.2% | +6.8% | -0.1% |
| YTD | -12.3% | -21.4% | +9.1% | -4.0% |
| 1Y | -24.3% | -34.3% | +10.0% | -10.0% |
| 3Y | +46.4% | -12.5% | +59.0% | +41.6% |
| 5Y | +79.7% | -35.6% | +115.2% | +97.9% |
| All | +72.4% | +53.3% | +19.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling