-26.2%
UBER vs FGI
+38.7%
-64.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.0% | +9.9% | +4.9% |
| 7D | +7.0% | +3.3% | +3.7% | +7.0% |
| 30D | +0.6% | -2.0% | +2.6% | +0.6% |
| 3M | -2.9% | +60.3% | -63.2% | -3.6% |
| 6M | -5.5% | +0.7% | -6.2% | -5.8% |
| YTD | -14.5% | +30.2% | -44.7% | -15.2% |
| 1Y | -26.2% | +44.4% | -70.6% | -29.9% |
| All | -26.2% | +38.7% | -64.9% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling