-26.2%
UBER vs FFIV
+33.5%
-59.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.4% | +5.3% | +4.9% |
| 7D | +7.0% | -9.8% | +16.8% | +6.7% |
| 30D | +0.6% | -28.1% | +28.7% | -0.4% |
| 3M | -2.9% | -20.0% | +17.1% | -2.8% |
| 6M | -5.5% | -0.1% | -5.4% | -6.6% |
| YTD | -14.5% | +29.2% | -43.7% | -15.0% |
| 1Y | -26.2% | +36.6% | -62.8% | -25.5% |
| All | -26.2% | +33.5% | -59.7% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling