+851.2%
EEM vs UDR
+534.0%
+317.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.4% |
| 7D | +2.0% | -3.3% | +5.2% | +3.5% |
| 30D | +5.1% | -5.6% | +10.7% | +7.7% |
| 3M | +4.6% | -9.4% | +14.0% | +8.6% |
| 6M | +17.8% | -3.0% | +20.7% | +18.3% |
| YTD | +25.8% | -0.4% | +26.2% | +24.5% |
| 1Y | +36.4% | -5.1% | +41.5% | +37.5% |
| 3Y | +90.0% | +4.2% | +85.8% | +79.9% |
| 5Y | +46.6% | -19.5% | +66.1% | +52.2% |
| 10Y | +132.3% | +47.9% | +84.4% | +67.3% |
| All | +851.2% | +534.0% | +317.2% | +214.0% |
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