-25.6%
EFX vs UDR
-1.4%
-24.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -8.6% | -2.0% | -6.6% | -7.5% |
| 30D | +0.1% | -5.2% | +5.3% | +3.5% |
| 3M | +3.8% | -5.8% | +9.6% | +8.4% |
| 6M | -13.5% | -1.7% | -11.8% | -11.7% |
| YTD | -17.7% | +2.4% | -20.0% | -17.9% |
| 1Y | -25.6% | -2.1% | -23.5% | -19.3% |
| All | -25.6% | -1.4% | -24.2% | -19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling