+45.2%
UBER vs EFX
-12.7%
+57.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.1% |
| 7D | -7.0% | -9.4% | +2.4% | -3.9% |
| 30D | -8.9% | -6.9% | -2.0% | -6.7% |
| 3M | +1.0% | +0.1% | +0.9% | +0.5% |
| 6M | -3.7% | -17.3% | +13.6% | +1.6% |
| YTD | -13.0% | -21.8% | +8.8% | -7.0% |
| 1Y | -25.5% | -32.5% | +7.0% | -16.5% |
| All | +45.2% | -12.7% | +57.9% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling