+38.9%
EFX vs UDR
+47.3%
-8.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -11.1% | -3.4% | -7.8% | -9.5% |
| 30D | -7.4% | -5.4% | -2.0% | -4.6% |
| 3M | +1.5% | -10.0% | +11.5% | +7.5% |
| 6M | -13.7% | -2.5% | -11.2% | -12.5% |
| YTD | -21.9% | -1.1% | -20.7% | -21.5% |
| 1Y | -30.8% | -3.9% | -26.9% | -29.4% |
| 3Y | -12.4% | +3.4% | -15.8% | -14.0% |
| 5Y | -35.9% | -18.9% | -17.0% | -30.2% |
| All | +38.9% | +47.3% | -8.4% | +20.8% |
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