+75.9%
UBER vs EWT
+391.8%
-315.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.0% |
| 7D | -2.8% | +1.6% | -4.4% | -4.1% |
| 30D | -2.5% | +8.2% | -10.7% | -8.7% |
| 3M | +4.4% | +11.1% | -6.7% | -6.6% |
| 6M | -2.7% | +60.4% | -63.1% | -38.9% |
| YTD | -10.5% | +75.6% | -86.1% | -49.0% |
| 1Y | -22.5% | +91.3% | -113.8% | -59.6% |
| 3Y | +54.8% | +200.3% | -145.5% | -51.6% |
| 5Y | +82.5% | +156.4% | -73.9% | -31.1% |
| All | +75.9% | +391.8% | -315.9% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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