+29.7%
EMB vs UDR
+47.3%
-17.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -1.1% | -3.4% | +2.3% | -0.5% |
| 30D | -1.1% | -5.4% | +4.4% | -0.2% |
| 3M | -0.8% | -10.0% | +9.2% | +0.9% |
| 6M | -0.1% | -2.5% | +2.5% | +0.2% |
| YTD | +0.4% | -1.1% | +1.6% | +0.3% |
| 1Y | +3.3% | -3.9% | +7.2% | +3.6% |
| 3Y | +29.0% | +3.4% | +25.6% | +26.8% |
| 5Y | +6.3% | -18.9% | +25.2% | +7.7% |
| All | +29.7% | +47.3% | -17.6% | +21.0% |
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