+387.6%
EFA vs UDR
+708.6%
-321.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.4% |
| 7D | -0.5% | -3.3% | +2.8% | +0.7% |
| 30D | -1.3% | -5.6% | +4.3% | +0.7% |
| 3M | +5.2% | -9.4% | +14.6% | +8.7% |
| 6M | +9.4% | -3.0% | +12.3% | +10.0% |
| YTD | +12.7% | -0.4% | +13.1% | +12.2% |
| 1Y | +19.3% | -5.1% | +24.4% | +20.6% |
| 3Y | +66.3% | +4.2% | +62.1% | +60.3% |
| 5Y | +53.4% | -19.5% | +72.9% | +60.2% |
| 10Y | +144.4% | +47.9% | +96.6% | +94.5% |
| All | +387.6% | +708.6% | -321.0% | +76.6% |
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