+125.7%
EEM vs UDR
+47.3%
+78.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.4% | -2.0% |
| 7D | -0.7% | -3.4% | +2.7% | +0.3% |
| 30D | +2.4% | -5.4% | +7.8% | +4.0% |
| 3M | +4.2% | -10.0% | +14.1% | +6.9% |
| 6M | +14.8% | -2.5% | +17.3% | +14.9% |
| YTD | +23.1% | -1.1% | +24.2% | +22.5% |
| 1Y | +32.5% | -3.9% | +36.4% | +32.8% |
| 3Y | +85.9% | +3.4% | +82.4% | +79.9% |
| 5Y | +43.6% | -18.9% | +62.4% | +47.6% |
| All | +125.7% | +47.3% | +78.4% | +92.3% |
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