+65.5%
UBER vs FN
+404.9%
-339.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.2% | +12.7% | +1.7% |
| 7D | +4.6% | -16.0% | +20.6% | +8.0% |
| 30D | -0.4% | -40.1% | +39.7% | +10.7% |
| 3M | +0.9% | -43.9% | +44.8% | +12.1% |
| 6M | -5.7% | -55.6% | +49.9% | +8.2% |
| YTD | -15.8% | -35.7% | +19.8% | -16.9% |
| 1Y | -25.8% | -39.8% | +14.0% | -26.0% |
| 3Y | +44.0% | +80.3% | -36.2% | -16.0% |
| 5Y | +45.8% | +143.3% | -97.5% | -31.3% |
| All | +65.5% | +404.9% | -339.4% | -52.6% |
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