-25.6%
UBER vs FGI
+45.2%
-70.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.6% |
| 7D | +5.2% | -4.1% | +9.3% | +5.2% |
| 30D | -2.0% | -3.4% | +1.3% | -2.0% |
| 3M | -10.2% | +61.8% | -72.0% | -10.8% |
| 6M | -7.2% | +17.0% | -24.2% | -7.7% |
| YTD | -14.3% | +31.4% | -45.7% | -15.0% |
| 1Y | -25.6% | +42.7% | -68.2% | -27.8% |
| All | -25.6% | +45.2% | -70.7% | -27.8% |
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