+72.4%
UBER vs FTV
+9.5%
+62.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.5% |
| 7D | -5.4% | -4.0% | -1.4% | -2.8% |
| 30D | -4.9% | -11.0% | +6.1% | +2.8% |
| 3M | +3.0% | -8.4% | +11.5% | +8.4% |
| 6M | -4.4% | -2.6% | -1.8% | -4.3% |
| YTD | -12.3% | -0.6% | -11.7% | -14.7% |
| 1Y | -24.3% | +11.0% | -35.3% | -32.6% |
| 3Y | +46.4% | -6.3% | +52.8% | +45.2% |
| 5Y | +79.7% | -1.5% | +81.2% | +68.9% |
| All | +72.4% | +9.5% | +62.9% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling