+76.2%
UBER vs FTI
+1,177.2%
-1,101.1%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | -7.0% | -2.3% | -4.7% | -6.6% |
| 30D | -8.9% | +5.0% | -13.9% | -9.8% |
| 3M | +1.0% | +13.8% | -12.9% | -2.0% |
| 6M | -3.7% | +22.9% | -26.6% | -8.4% |
| YTD | -13.0% | +75.0% | -88.0% | -23.4% |
| 1Y | -25.5% | +96.9% | -122.4% | -36.2% |
| 3Y | +50.5% | +276.7% | -226.3% | +10.4% |
| 5Y | +76.2% | +1,157.0% | -1,080.9% | -5.5% |
| All | +76.2% | +1,177.2% | -1,101.1% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling