-20.4%
ELF vs UDR
+6.2%
-26.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +5.4% | -2.0% | +7.3% | +6.2% |
| 30D | +27.0% | -5.2% | +32.2% | +29.7% |
| 3M | +113.2% | -5.8% | +119.0% | +117.8% |
| 6M | +36.6% | -1.7% | +38.3% | +36.6% |
| YTD | +44.2% | +2.4% | +41.9% | +41.6% |
| 1Y | -18.0% | -2.1% | -15.9% | -18.0% |
| All | -20.4% | +6.2% | -26.7% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling