+68.5%
UBER vs FFIV
+117.1%
-48.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +5.2% | -4.2% | +9.4% | +7.3% |
| 30D | -2.0% | -33.9% | +31.8% | +17.0% |
| 3M | -10.2% | -22.6% | +12.4% | -2.1% |
| 6M | -7.2% | -10.4% | +3.2% | -7.8% |
| YTD | -14.3% | +24.3% | -38.6% | -30.8% |
| 1Y | -25.6% | +31.8% | -57.3% | -42.1% |
| 3Y | +35.8% | +99.5% | -63.7% | -23.8% |
| 5Y | +61.5% | +40.7% | +20.7% | +11.8% |
| All | +68.5% | +117.1% | -48.6% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling