+518.1%
BE vs UDR
-19.4%
+537.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.3% | +13.2% | +13.1% |
| 7D | +4.5% | -1.8% | +6.3% | +5.8% |
| 30D | -20.1% | +7.9% | -28.1% | -24.6% |
| 3M | -0.8% | -0.8% | 0.0% | -1.0% |
| 6M | -26.2% | 0.0% | -26.2% | -28.9% |
| YTD | +141.1% | +3.7% | +137.3% | +124.3% |
| 1Y | +64.8% | +8.5% | +56.3% | +46.9% |
| 3Y | +1,887.4% | +26.6% | +1,860.8% | +1,301.9% |
| 5Y | +518.1% | -20.2% | +538.3% | +561.5% |
| All | +518.1% | -19.4% | +537.5% | +561.5% |
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