+71.2%
UBER vs F
+73.6%
-2.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.1% | +3.5% |
| 7D | +6.7% | -0.6% | +7.3% | +7.0% |
| 30D | -0.5% | +2.9% | -3.4% | -1.6% |
| 3M | -5.1% | -9.5% | +4.3% | -1.5% |
| 6M | -5.7% | +4.0% | -9.7% | -9.5% |
| YTD | -12.9% | -1.3% | -11.6% | -15.1% |
| 1Y | -22.6% | -1.9% | -20.7% | -24.4% |
| 3Y | +42.2% | +53.5% | -11.3% | +6.4% |
| 5Y | +56.4% | -15.1% | +71.5% | +47.0% |
| All | +71.2% | +73.6% | -2.4% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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