+82.2%
UBER vs FTV
+14.0%
+68.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | -3.9% | -4.5% | +0.6% | -0.9% |
| 30D | +11.1% | -7.1% | +18.2% | +16.7% |
| 3M | +4.9% | -7.2% | +12.1% | +9.4% |
| 6M | -1.2% | -1.5% | +0.3% | -1.6% |
| YTD | -7.3% | +3.5% | -10.8% | -12.3% |
| 1Y | -17.6% | +20.3% | -38.0% | -30.8% |
| 3Y | +61.1% | -3.1% | +64.2% | +56.1% |
| 5Y | +87.9% | +2.3% | +85.5% | +71.9% |
| All | +82.2% | +14.0% | +68.3% | +52.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling