+271.8%
ELV vs UDR
+47.3%
+224.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.7% |
| 7D | +0.9% | -3.4% | +4.2% | +2.3% |
| 30D | +7.2% | -5.4% | +12.6% | +9.7% |
| 3M | +3.4% | -10.0% | +13.4% | +8.0% |
| 6M | +48.6% | -2.5% | +51.1% | +49.6% |
| YTD | +20.6% | -1.1% | +21.7% | +20.2% |
| 1Y | +38.5% | -3.9% | +42.4% | +39.6% |
| 3Y | -2.4% | +3.4% | -5.9% | -6.7% |
| 5Y | +25.3% | -18.9% | +44.2% | +32.0% |
| All | +271.8% | +47.3% | +224.5% | +206.2% |
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