+70.0%
UBER vs VFC
-70.6%
+140.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.2% | -1.4% | +2.5% | +1.6% |
| 30D | -1.1% | +30.7% | -31.9% | -8.4% |
| 3M | -10.0% | +40.6% | -50.6% | -18.5% |
| 6M | -7.2% | +16.5% | -23.7% | -12.3% |
| YTD | -13.5% | +16.2% | -29.7% | -18.8% |
| 1Y | -24.5% | +42.4% | -66.9% | -33.6% |
| 3Y | +37.0% | +48.1% | -11.0% | +2.6% |
| 5Y | +63.3% | -67.8% | +131.1% | +138.7% |
| All | +70.0% | -70.6% | +140.6% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling