+71.2%
UBER vs FFIV
+117.4%
-46.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.5% | +2.7% |
| 7D | +6.7% | -2.1% | +8.8% | +7.7% |
| 30D | -0.5% | -33.8% | +33.3% | +18.8% |
| 3M | -5.1% | -20.6% | +15.5% | +2.1% |
| 6M | -5.7% | -10.2% | +4.6% | -6.4% |
| YTD | -12.9% | +24.5% | -37.4% | -29.7% |
| 1Y | -22.6% | +29.3% | -51.9% | -39.2% |
| 3Y | +42.2% | +103.8% | -61.6% | -21.3% |
| 5Y | +56.4% | +40.9% | +15.5% | +8.3% |
| All | +71.2% | +117.4% | -46.2% | -29.4% |
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 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