+6,869.6%
EFX vs UDR
+2,908.2%
+3,961.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | +25.1% | +7.8% | +17.4% | +22.0% |
| 3M | +1.7% | -2.8% | +4.4% | +2.8% |
| 6M | +18.4% | -1.4% | +19.8% | +19.3% |
| YTD | -12.5% | +3.4% | -15.9% | -13.5% |
| 1Y | -8.1% | +9.9% | -17.9% | -11.0% |
| 3Y | +4.8% | +28.5% | -23.7% | -3.4% |
| 5Y | -30.1% | -20.5% | -9.6% | -24.6% |
| 10Y | +81.5% | +54.2% | +27.2% | +54.8% |
| All | +6,869.6% | +2,908.2% | +3,961.5% | +2,633.9% |
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