-5.5%
UBER vs FPS
+19.2%
-24.7%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -2.8% |
| 7D | -7.0% | +5.3% | -12.4% | -7.0% |
| 30D | -8.9% | -17.6% | +8.7% | -8.8% |
| 3M | +1.0% | -45.8% | +46.8% | +1.9% |
| 6M | -3.7% | -10.1% | +6.4% | -4.4% |
| All | -5.5% | +19.2% | -24.7% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling