+82.2%
UBER vs FN
+602.1%
-519.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.1% | -3.4% | -1.0% |
| 7D | -3.9% | -1.7% | -2.2% | -3.5% |
| 30D | +11.1% | -22.0% | +33.1% | +16.6% |
| 3M | +4.9% | -43.0% | +47.9% | +17.5% |
| 6M | -1.2% | -27.7% | +26.6% | +0.2% |
| YTD | -7.3% | -10.5% | +3.2% | -13.6% |
| 1Y | -17.6% | +12.5% | -30.1% | -30.0% |
| 3Y | +61.1% | +153.8% | -92.7% | -11.8% |
| 5Y | +87.9% | +288.0% | -200.1% | -22.5% |
| All | +82.2% | +602.1% | -519.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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