+66.3%
UBER vs FDS
+29.3%
+37.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +0.5% | -2.6% | +3.1% | +1.6% |
| 30D | -3.1% | +14.1% | -17.1% | -8.8% |
| 3M | -8.3% | +19.8% | -28.1% | -16.3% |
| 6M | -9.5% | +55.0% | -64.4% | -27.9% |
| YTD | -15.4% | +15.9% | -31.3% | -23.6% |
| 1Y | -26.1% | +24.2% | -50.3% | -36.2% |
| 3Y | +34.0% | -24.0% | +58.0% | +47.3% |
| 5Y | +53.2% | -23.3% | +76.5% | +64.7% |
| All | +66.3% | +29.3% | +37.0% | +9.8% |
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