+24.4%
EL vs UDR
+47.2%
-22.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -6.5% | -3.5% | -3.0% | -4.7% |
| 30D | +11.1% | -5.3% | +16.4% | +14.4% |
| 3M | +10.7% | -9.5% | +20.2% | +16.5% |
| 6M | +6.9% | -0.7% | +7.5% | +6.9% |
| YTD | -6.3% | -1.2% | -5.1% | -6.1% |
| 1Y | +13.5% | -5.7% | +19.2% | +16.4% |
| 3Y | -33.1% | +3.7% | -36.8% | -34.5% |
| 5Y | -68.8% | -18.9% | -49.8% | -65.9% |
| All | +24.4% | +47.2% | -22.8% | +11.5% |
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