+75.9%
UBER vs F
+94.1%
-18.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.2% | +0.8% | -1.8% |
| 7D | -2.8% | +1.2% | -4.0% | -3.3% |
| 30D | -2.5% | +1.2% | -3.7% | -3.1% |
| 3M | +4.4% | -5.7% | +10.0% | +6.4% |
| 6M | -2.7% | +17.9% | -20.6% | -11.2% |
| YTD | -10.5% | +10.4% | -20.9% | -16.5% |
| 1Y | -22.5% | +25.3% | -47.8% | -32.2% |
| 3Y | +54.8% | +37.5% | +17.3% | +22.7% |
| 5Y | +82.5% | +46.5% | +36.0% | +31.0% |
| All | +75.9% | +94.1% | -18.2% | +3.7% |
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