+67.6%
UBER vs FLUT
-1.6%
+69.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | +0.6% | +9.3% | -8.7% | -1.7% |
| 3M | -8.2% | -17.5% | +9.3% | -4.3% |
| 6M | -6.7% | -14.6% | +7.9% | -3.9% |
| YTD | -14.7% | -62.3% | +47.6% | +5.8% |
| 1Y | -24.1% | -59.6% | +35.6% | -7.4% |
| 3Y | +33.4% | -45.3% | +78.7% | +47.7% |
| 5Y | +54.5% | -50.4% | +104.9% | +66.5% |
| All | +67.6% | -1.6% | +69.2% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 all: compounded portfolio wealth divided by compounded FLUT 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…
all analysis · Full analysis span regression · 6 months rolling