+70.0%
UBER vs FIX
+2,344.9%
-2,274.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | -0.4% |
| 7D | +1.2% | +6.4% | -5.3% | -0.7% |
| 30D | -1.1% | -29.1% | +27.9% | +6.5% |
| 3M | -10.0% | -31.1% | +21.1% | -3.2% |
| 6M | -7.2% | -42.8% | +35.6% | +3.3% |
| YTD | -13.5% | +24.6% | -38.1% | -25.5% |
| 1Y | -24.5% | +21.9% | -46.4% | -34.8% |
| 3Y | +37.0% | +524.9% | -487.9% | -39.8% |
| 5Y | +63.3% | +1,092.2% | -1,028.9% | -45.6% |
| All | +70.0% | +2,344.9% | -2,274.9% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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