+70.3%
BTI vs UDR
+47.3%
+23.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -2.0% | -3.4% | +1.4% | -1.0% |
| 30D | -3.4% | -5.4% | +2.0% | -1.9% |
| 3M | -9.0% | -10.0% | +1.0% | -6.2% |
| 6M | -5.0% | -2.5% | -2.5% | -4.3% |
| YTD | -0.3% | -1.1% | +0.8% | -0.2% |
| 1Y | +3.1% | -3.9% | +7.0% | +4.0% |
| 3Y | +111.0% | +3.4% | +107.5% | +105.5% |
| 5Y | +117.0% | -18.9% | +135.9% | +124.0% |
| All | +70.3% | +47.3% | +23.0% | +44.4% |
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