+286.6%
ELF vs UDR
+53.3%
+233.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.6% |
| 7D | +3.4% | -2.4% | +5.7% | +4.6% |
| 30D | +5.0% | +6.7% | -1.7% | +1.5% |
| 3M | +22.6% | -1.8% | +24.3% | +23.5% |
| 6M | +104.0% | -1.8% | +105.8% | +104.6% |
| YTD | +49.3% | +2.5% | +46.8% | +46.1% |
| 1Y | +46.0% | +7.9% | +38.1% | +39.0% |
| 3Y | +19.4% | +25.1% | -5.7% | +4.1% |
| 5Y | +262.0% | -21.2% | +283.2% | +294.4% |
| All | +286.6% | +53.3% | +233.2% | +232.4% |
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