+85.0%
UBER vs FIVE
+31.2%
+53.8%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.8% |
| 7D | -3.9% | +4.3% | -8.1% | -5.2% |
| 30D | +11.1% | +12.5% | -1.4% | +6.8% |
| 3M | +4.9% | +31.2% | -26.3% | -4.2% |
| 6M | -1.2% | +14.4% | -15.5% | -6.8% |
| YTD | -7.3% | +33.9% | -41.2% | -17.1% |
| 1Y | -17.6% | +65.1% | -82.7% | -31.7% |
| 3Y | +61.1% | +49.0% | +12.1% | +29.8% |
| All | +85.0% | +31.2% | +53.8% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling