+2,207.4%
ED vs UDR
+2,878.3%
-670.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -0.2% | -2.0% | +1.8% | +0.2% |
| 30D | -0.1% | -5.2% | +5.1% | +1.0% |
| 3M | +3.9% | -5.8% | +9.7% | +5.2% |
| 6M | -3.0% | -1.7% | -1.3% | -2.8% |
| YTD | +10.7% | +2.4% | +8.3% | +9.9% |
| 1Y | +13.3% | -2.1% | +15.5% | +13.5% |
| 3Y | +34.5% | +4.2% | +30.3% | +32.2% |
| 5Y | +67.1% | -20.0% | +87.1% | +72.5% |
| 10Y | +103.0% | +44.6% | +58.4% | +86.0% |
| All | +2,207.4% | +2,878.3% | -670.9% | +1,299.6% |
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 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