+70.0%
UBER vs FFIV
+118.9%
-48.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | +1.2% | -2.9% | +4.1% | +2.5% |
| 30D | -1.1% | -32.4% | +31.3% | +16.9% |
| 3M | -10.0% | -22.7% | +12.7% | -1.7% |
| 6M | -7.2% | -10.7% | +3.5% | -7.6% |
| YTD | -13.5% | +25.4% | -38.9% | -30.4% |
| 1Y | -24.5% | +34.2% | -58.7% | -41.9% |
| 3Y | +37.0% | +101.2% | -64.2% | -23.4% |
| 5Y | +63.3% | +42.0% | +21.4% | +12.6% |
| All | +70.0% | +118.9% | -48.9% | -30.1% |
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 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