-25.8%
UBER vs FTV
+30.5%
-56.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.9% |
| 7D | +4.6% | -0.6% | +5.3% | +4.8% |
| 30D | -0.4% | +13.0% | -13.4% | -2.1% |
| 3M | +0.9% | +6.8% | -5.9% | 0.0% |
| 6M | -5.7% | +8.0% | -13.7% | -6.8% |
| YTD | -15.8% | +18.9% | -34.7% | -17.5% |
| 1Y | -25.8% | +30.8% | -56.7% | -27.1% |
| All | -25.8% | +30.5% | -56.3% | -27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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