+71.2%
UBER vs FIVE
+86.1%
-14.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.6% | -1.8% | +1.8% |
| 7D | +6.7% | +6.2% | +0.5% | +4.5% |
| 30D | -0.5% | +18.2% | -18.7% | -6.2% |
| 3M | -5.1% | +3.8% | -9.0% | -7.0% |
| 6M | -5.7% | +13.7% | -19.4% | -11.4% |
| YTD | -12.9% | +34.7% | -47.6% | -23.6% |
| 1Y | -22.6% | +66.6% | -89.3% | -37.3% |
| 3Y | +42.2% | +44.3% | -2.1% | +10.6% |
| 5Y | +56.4% | +18.8% | +37.6% | +26.7% |
| All | +71.2% | +86.1% | -14.9% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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