+51.2%
EFA vs UDR
-20.1%
+71.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -2.4% | -3.4% | +1.0% | -1.3% |
| 30D | -2.2% | -5.4% | +3.2% | -0.5% |
| 3M | +5.7% | -10.0% | +15.6% | +9.0% |
| 6M | +8.2% | -2.5% | +10.7% | +8.5% |
| YTD | +11.8% | -1.1% | +12.9% | +11.3% |
| 1Y | +18.3% | -3.9% | +22.2% | +18.8% |
| 3Y | +64.9% | +3.4% | +61.5% | +59.6% |
| All | +51.2% | -20.1% | +71.3% | +59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling