+81.9%
UBER vs EFX
-37.1%
+119.0%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.5% | -11.1% | +6.7% | +0.9% |
| 30D | -7.6% | -7.4% | -0.2% | -4.4% |
| 3M | +5.8% | +1.5% | +4.3% | +4.3% |
| 6M | +0.3% | -13.7% | +14.0% | +6.2% |
| YTD | -11.2% | -21.9% | +10.7% | -2.5% |
| 1Y | -23.0% | -30.8% | +7.8% | -10.8% |
| 3Y | +53.6% | -12.4% | +66.0% | +44.3% |
| 5Y | +81.9% | -35.9% | +117.8% | +95.5% |
| All | +81.9% | -37.1% | +119.0% | +95.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling