+202.3%
ECL vs UDR
+54.6%
+147.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.2% |
| 7D | +2.9% | -0.4% | +3.2% | +3.1% |
| 30D | +7.5% | +7.8% | -0.3% | +3.4% |
| 3M | +12.2% | -2.8% | +15.0% | +13.8% |
| 6M | +24.6% | -1.4% | +26.0% | +25.2% |
| YTD | +18.8% | +3.4% | +15.4% | +16.1% |
| 1Y | +19.3% | +9.9% | +9.5% | +13.0% |
| 3Y | +78.2% | +28.5% | +49.7% | +52.4% |
| 5Y | +38.8% | -20.5% | +59.3% | +51.4% |
| All | +202.3% | +54.6% | +147.6% | +150.9% |
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