+74.5%
UBER vs VFC
-82.0%
+156.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.6% | +2.5% |
| 7D | -4.5% | -3.3% | -1.2% | -3.6% |
| 30D | -7.6% | -14.0% | +6.4% | -3.6% |
| 3M | +5.8% | -22.6% | +28.3% | +12.6% |
| 6M | +0.3% | -24.7% | +25.0% | +7.1% |
| YTD | -11.2% | -29.0% | +17.8% | -4.0% |
| 1Y | -23.0% | -13.8% | -9.2% | -22.7% |
| 3Y | +53.6% | -28.2% | +81.8% | +42.3% |
| 5Y | +81.9% | -79.0% | +160.9% | +196.8% |
| All | +74.5% | -82.0% | +156.6% | +178.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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