+49.5%
UBER vs FE
+42.2%
+7.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +5.1% | -1.0% | +6.1% | +5.3% |
| 30D | +0.2% | +4.1% | -3.9% | -0.5% |
| 3M | -2.7% | -1.0% | -1.7% | -2.5% |
| 6M | -13.4% | +4.0% | -17.4% | -14.0% |
| YTD | -16.1% | +6.8% | -22.9% | -17.3% |
| 1Y | -25.5% | +5.3% | -30.8% | -26.5% |
| 3Y | +42.5% | +44.6% | -2.1% | +29.3% |
| All | +49.5% | +42.2% | +7.3% | +31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling