-2.0%
ELV vs UDR
+3.3%
-5.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -3.5% | +6.7% | +4.1% |
| 30D | +5.4% | -5.3% | +10.7% | +6.8% |
| 3M | +5.4% | -9.5% | +14.9% | +8.1% |
| 6M | +45.7% | -0.7% | +46.4% | +45.8% |
| YTD | +21.2% | -1.2% | +22.4% | +21.0% |
| 1Y | +35.6% | -5.7% | +41.4% | +37.1% |
| 3Y | -2.0% | +3.7% | -5.7% | -2.5% |
| All | -2.0% | +3.3% | -5.3% | -2.5% |
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