+74.5%
UBER vs FITB
+160.6%
-86.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.9% |
| 7D | -4.5% | -1.0% | -3.5% | -4.0% |
| 30D | -7.6% | -5.5% | -2.1% | -5.1% |
| 3M | +5.8% | +4.1% | +1.6% | +3.1% |
| 6M | +0.3% | +18.7% | -18.4% | -9.0% |
| YTD | -11.2% | +18.2% | -29.4% | -19.6% |
| 1Y | -23.0% | +23.7% | -46.6% | -32.4% |
| 3Y | +53.6% | +130.8% | -77.2% | -5.9% |
| 5Y | +81.9% | +69.8% | +12.1% | +28.2% |
| All | +74.5% | +160.6% | -86.0% | -22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling