+71.0%
UBER vs FFIV
+176.8%
-105.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.7% | -4.8% |
| 7D | -7.0% | +3.5% | -10.5% | -8.7% |
| 30D | -8.9% | -1.3% | -7.6% | -9.0% |
| 3M | +1.0% | +2.4% | -1.4% | -2.0% |
| 6M | -3.7% | +41.8% | -45.5% | -22.9% |
| YTD | -13.0% | +58.5% | -71.5% | -35.6% |
| 1Y | -25.5% | +24.3% | -49.9% | -37.2% |
| 3Y | +50.5% | +152.0% | -101.6% | -22.1% |
| 5Y | +76.2% | +99.1% | -23.0% | +4.0% |
| All | +71.0% | +176.8% | -105.8% | -35.4% |
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