-26.2%
UBER vs FITB
+36.9%
-63.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.7% |
| 7D | +7.0% | +2.3% | +4.7% | +6.7% |
| 30D | +0.6% | +7.7% | -7.2% | -0.5% |
| 3M | -2.9% | -4.5% | +1.5% | -2.6% |
| 6M | -5.5% | +12.5% | -18.0% | -7.8% |
| YTD | -14.5% | +19.8% | -34.3% | -17.0% |
| 1Y | -26.2% | +34.1% | -60.3% | -30.0% |
| All | -26.2% | +36.9% | -63.1% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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