+100.1%
UBER vs FGI
-74.8%
+174.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -25.2% | +26.0% | +1.1% |
| 7D | +1.6% | -14.4% | +16.0% | +1.7% |
| 30D | +0.6% | -11.8% | +12.3% | +0.6% |
| 3M | -8.2% | -46.2% | +38.1% | -7.6% |
| 6M | -6.7% | +5.2% | -11.9% | -7.8% |
| YTD | -14.7% | +10.5% | -25.2% | -16.5% |
| 1Y | -24.1% | +25.5% | -49.6% | -26.2% |
| 3Y | +33.4% | -16.0% | +49.4% | +29.3% |
| All | +100.1% | -74.8% | +174.9% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling