+56.4%
UBER vs FFIV
+42.4%
+14.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.5% | +2.9% |
| 7D | +6.7% | -2.1% | +8.8% | +7.5% |
| 30D | -0.5% | -33.8% | +33.3% | +16.0% |
| 3M | -5.1% | -20.6% | +15.5% | +0.9% |
| 6M | -5.7% | -10.2% | +4.6% | -7.0% |
| YTD | -12.9% | +24.5% | -37.4% | -29.5% |
| 1Y | -22.6% | +29.3% | -51.9% | -39.0% |
| 3Y | +42.2% | +103.8% | -61.6% | -24.4% |
| 5Y | +56.4% | +40.9% | +15.5% | +4.1% |
| All | +56.4% | +42.4% | +14.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling