+67.6%
UBER vs FTV
+35.9%
+31.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.6% | +3.9% | -2.3% | -1.0% |
| 30D | +0.6% | +18.7% | -18.1% | -10.6% |
| 3M | -8.2% | +10.0% | -18.2% | -14.3% |
| 6M | -6.7% | +14.6% | -21.3% | -16.2% |
| YTD | -14.7% | +23.4% | -38.1% | -28.7% |
| 1Y | -24.1% | +31.3% | -55.4% | -39.5% |
| 3Y | +33.4% | +39.8% | -6.4% | -1.2% |
| 5Y | +54.5% | +17.7% | +36.8% | +28.6% |
| All | +67.6% | +35.9% | +31.7% | +23.7% |
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