+146.4%
ED vs UDR
+54.6%
+91.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.0% |
| 7D | +2.1% | -0.4% | +2.4% | +2.2% |
| 30D | +10.4% | +7.8% | +2.6% | +7.0% |
| 3M | +12.5% | -2.8% | +15.3% | +13.8% |
| 6M | +14.9% | -1.4% | +16.4% | +15.4% |
| YTD | +24.8% | +3.4% | +21.4% | +22.3% |
| 1Y | +23.8% | +9.9% | +14.0% | +18.1% |
| 3Y | +51.6% | +28.5% | +23.1% | +32.3% |
| 5Y | +86.4% | -20.5% | +106.9% | +98.7% |
| All | +146.4% | +54.6% | +91.7% | +86.2% |
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