+934.0%
BE vs UDR
+29.3%
+904.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | +9.7% | -3.4% | +13.1% | +12.0% |
| 30D | +22.4% | -5.4% | +27.8% | +26.4% |
| 3M | +10.4% | -10.0% | +20.3% | +15.4% |
| 6M | +67.9% | -2.5% | +70.4% | +66.1% |
| YTD | +197.5% | -1.1% | +198.6% | +191.0% |
| 1Y | +310.6% | -3.9% | +314.5% | +305.7% |
| 3Y | +1,657.2% | +3.4% | +1,653.8% | +1,522.7% |
| 5Y | +1,218.2% | -18.9% | +1,237.0% | +1,329.1% |
| All | +934.0% | +29.3% | +904.7% | +1,073.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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