+58.5%
UBER vs FTI
+866.2%
-807.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | +0.5% | +5.4% | -4.9% | -0.5% |
| 30D | -3.1% | -8.2% | +5.1% | -1.8% |
| 3M | -8.3% | -13.7% | +5.4% | -6.2% |
| 6M | -9.5% | -11.2% | +1.7% | -8.4% |
| YTD | -15.4% | +46.0% | -61.4% | -23.6% |
| 1Y | -26.1% | +51.8% | -77.9% | -33.9% |
| 3Y | +34.0% | +206.7% | -172.7% | +0.9% |
| All | +58.5% | +866.2% | -807.7% | -17.4% |
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