+67.6%
UBER vs FE
+54.6%
+13.1%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +1.6% | +1.2% | +0.4% | +1.3% |
| 30D | +0.6% | +4.5% | -4.0% | -0.6% |
| 3M | -8.2% | +1.3% | -9.5% | -8.5% |
| 6M | -6.7% | +8.7% | -15.4% | -8.9% |
| YTD | -14.7% | +9.2% | -23.9% | -17.1% |
| 1Y | -24.1% | +7.0% | -31.0% | -25.8% |
| 3Y | +33.4% | +51.4% | -18.0% | +16.1% |
| 5Y | +54.5% | +47.7% | +6.8% | +34.0% |
| All | +67.6% | +54.6% | +13.1% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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