+74.5%
UBER vs FDS
+2.5%
+72.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -5.8% | +7.9% | +4.7% |
| 7D | -4.5% | -16.0% | +11.5% | +3.2% |
| 30D | -7.6% | -6.7% | -0.9% | -5.1% |
| 3M | +5.8% | +6.0% | -0.2% | +1.4% |
| 6M | +0.3% | +25.1% | -24.8% | -12.6% |
| YTD | -11.2% | -8.1% | -3.1% | -10.5% |
| 1Y | -23.0% | -26.0% | +3.0% | -14.0% |
| 3Y | +53.6% | -36.4% | +90.0% | +81.9% |
| 5Y | +81.9% | -27.7% | +109.6% | +94.7% |
| All | +74.5% | +2.5% | +72.1% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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