+72.4%
UBER vs FTI
+376.7%
-304.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -5.4% | -4.4% | -1.0% | -4.2% |
| 30D | -4.9% | +1.5% | -6.4% | -5.5% |
| 3M | +3.0% | +8.2% | -5.1% | -0.1% |
| 6M | -4.4% | +18.8% | -23.2% | -10.4% |
| YTD | -12.3% | +71.7% | -84.0% | -26.8% |
| 1Y | -24.3% | +90.0% | -114.4% | -39.0% |
| 3Y | +46.4% | +270.5% | -224.0% | -7.5% |
| 5Y | +79.7% | +1,084.5% | -1,004.9% | -29.0% |
| All | +72.4% | +376.7% | -304.3% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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