+668.0%
BE vs UDR
+35.2%
+632.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.4% |
| 7D | +10.8% | -0.4% | +11.2% | +11.1% |
| 30D | -19.8% | +7.8% | -27.5% | -23.7% |
| 3M | -18.7% | -2.8% | -15.9% | -17.9% |
| 6M | -33.7% | -1.4% | -32.3% | -35.0% |
| YTD | +121.0% | +3.4% | +117.6% | +109.2% |
| 1Y | +85.4% | +9.9% | +75.5% | +67.7% |
| 3Y | +1,709.5% | +28.5% | +1,681.0% | +1,332.5% |
| 5Y | +462.2% | -20.5% | +482.7% | +512.4% |
| All | +668.0% | +35.2% | +632.8% | +743.9% |
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