+6,002.7%
BTI vs UDR
+2,856.1%
+3,146.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -0.9% |
| 30D | -7.0% | -5.6% | -1.4% | -5.8% |
| 3M | -6.3% | -5.8% | -0.5% | -5.1% |
| 6M | -2.0% | -1.1% | -0.9% | -1.7% |
| YTD | +0.2% | +1.6% | -1.4% | -0.3% |
| 1Y | +3.8% | -2.7% | +6.5% | +4.2% |
| 3Y | +112.1% | +6.3% | +105.8% | +107.1% |
| 5Y | +113.6% | -19.3% | +132.9% | +119.0% |
| 10Y | +69.6% | +46.0% | +23.6% | +50.2% |
| All | +6,002.7% | +2,856.1% | +3,146.6% | +3,224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling