+357.2%
ELF vs UDR
+53.1%
+304.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +6.3% | +2.0% | +4.3% | +5.2% |
| 30D | +8.5% | +7.9% | +0.6% | +4.3% |
| 3M | +24.4% | -1.5% | +25.9% | +25.2% |
| 6M | +94.7% | +0.9% | +93.8% | +92.6% |
| YTD | +55.9% | +4.0% | +51.8% | +51.3% |
| 1Y | +48.4% | +10.4% | +38.0% | +39.5% |
| 3Y | +24.6% | +26.9% | -2.3% | +7.7% |
| 5Y | +285.0% | -19.4% | +304.4% | +314.8% |
| 10Y | +357.2% | +57.0% | +300.2% | +259.0% |
| All | +357.2% | +53.1% | +304.1% | +259.0% |
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