+1,227.8%
BE vs UDR
-20.7%
+1,248.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -1.5% |
| 7D | +23.9% | -3.3% | +27.2% | +26.6% |
| 30D | +27.8% | -5.6% | +33.5% | +32.7% |
| 3M | +3.7% | -9.4% | +13.1% | +8.4% |
| 6M | +78.0% | -3.0% | +80.9% | +75.4% |
| YTD | +209.9% | -0.4% | +210.3% | +198.4% |
| 1Y | +389.6% | -5.1% | +394.7% | +386.0% |
| 3Y | +1,730.6% | +4.2% | +1,726.4% | +1,485.9% |
| 5Y | +1,227.8% | -19.5% | +1,247.3% | +1,413.1% |
| All | +1,227.8% | -20.7% | +1,248.5% | +1,413.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling