+66.3%
UBER vs FITB
+160.2%
-93.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -1.8% |
| 7D | +0.5% | +0.8% | -0.3% | +0.1% |
| 30D | -3.1% | +7.3% | -10.4% | -6.4% |
| 3M | -8.3% | -6.3% | -2.0% | -5.5% |
| 6M | -9.5% | +12.6% | -22.0% | -15.5% |
| YTD | -15.4% | +18.0% | -33.4% | -23.4% |
| 1Y | -26.1% | +28.9% | -55.0% | -36.3% |
| 3Y | +34.0% | +139.4% | -105.4% | -19.2% |
| 5Y | +53.2% | +47.2% | +6.0% | +17.1% |
| All | +66.3% | +160.2% | -93.9% | -26.0% |
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 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