+82.2%
UBER vs FFIV
+167.1%
-84.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | 0.0% |
| 7D | -3.9% | -1.0% | -2.9% | -3.6% |
| 30D | +11.1% | -5.1% | +16.2% | +13.3% |
| 3M | +4.9% | -4.5% | +9.4% | +5.7% |
| 6M | -1.2% | +36.5% | -37.6% | -19.2% |
| YTD | -7.3% | +53.0% | -60.3% | -30.1% |
| 1Y | -17.6% | +24.2% | -41.8% | -30.7% |
| 3Y | +61.1% | +137.2% | -76.2% | -13.6% |
| 5Y | +87.9% | +91.8% | -3.9% | +13.2% |
| All | +82.2% | +167.1% | -84.9% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling