+275.1%
ELF vs UDR
-18.0%
+293.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.2% | +6.9% | +6.2% |
| 7D | +4.0% | +3.0% | +1.0% | +2.6% |
| 30D | +10.6% | +10.3% | +0.3% | +5.7% |
| 3M | +25.8% | -2.9% | +28.7% | +27.4% |
| 6M | +89.1% | +0.3% | +88.7% | +87.6% |
| YTD | +52.7% | +3.8% | +48.9% | +48.8% |
| 1Y | +51.7% | +12.7% | +39.0% | +41.8% |
| 3Y | +14.2% | +27.6% | -13.3% | -0.7% |
| All | +275.1% | -18.0% | +293.1% | +312.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling