+82.2%
UBER vs FE
+52.3%
+30.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -3.9% | +1.9% | -5.8% | -4.4% |
| 30D | +11.1% | -1.2% | +12.3% | +11.4% |
| 3M | +4.9% | +3.5% | +1.4% | +3.9% |
| 6M | -1.2% | -6.1% | +4.9% | +0.3% |
| YTD | -7.3% | +7.6% | -14.9% | -9.5% |
| 1Y | -17.6% | +11.9% | -29.5% | -20.5% |
| 3Y | +61.1% | +48.4% | +12.6% | +40.9% |
| 5Y | +87.9% | +44.8% | +43.1% | +63.7% |
| All | +82.2% | +52.3% | +30.0% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling