+63.3%
UBER vs FITB
+48.8%
+14.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +1.2% | -0.6% | +1.7% | +1.4% |
| 30D | -1.1% | +7.0% | -8.2% | -4.0% |
| 3M | -10.0% | -4.8% | -5.2% | -8.3% |
| 6M | -7.2% | +13.5% | -20.7% | -12.9% |
| YTD | -13.5% | +19.1% | -32.6% | -21.1% |
| 1Y | -24.5% | +30.8% | -55.2% | -34.2% |
| 3Y | +37.0% | +141.6% | -104.6% | -14.2% |
| 5Y | +63.3% | +48.3% | +15.0% | +35.9% |
| All | +63.3% | +48.8% | +14.6% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling