+372.3%
EAT vs UDR
+47.3%
+325.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.2% |
| 7D | -6.2% | -3.4% | -2.8% | -4.0% |
| 30D | -3.0% | -5.4% | +2.4% | +0.7% |
| 3M | +45.6% | -10.0% | +55.6% | +55.8% |
| 6M | +53.5% | -2.5% | +56.1% | +54.7% |
| YTD | +49.6% | -1.1% | +50.7% | +48.6% |
| 1Y | +38.9% | -3.9% | +42.8% | +40.7% |
| 3Y | +589.7% | +3.4% | +586.2% | +549.2% |
| 5Y | +318.7% | -18.9% | +337.5% | +360.6% |
| All | +372.3% | +47.3% | +325.0% | +350.6% |
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