+68.5%
UBER vs FIX
+2,227.7%
-2,159.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +5.2% | -13.9% | +19.1% | +8.3% |
| 30D | -2.0% | -35.5% | +33.5% | +8.1% |
| 3M | -10.2% | -33.9% | +23.7% | -2.4% |
| 6M | -7.2% | -43.3% | +36.1% | +3.4% |
| YTD | -14.3% | +18.7% | -32.9% | -25.2% |
| 1Y | -25.6% | +13.8% | -39.3% | -34.5% |
| 3Y | +35.8% | +495.0% | -459.1% | -39.6% |
| 5Y | +61.5% | +1,049.0% | -987.6% | -45.7% |
| All | +68.5% | +2,227.7% | -2,159.2% | -62.8% |
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