+29.9%
EMB vs UDR
+26.2%
+3.6%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | +0.5% | +6.7% | -6.2% | -0.4% |
| 3M | -2.5% | -1.8% | -0.7% | -2.3% |
| 6M | -2.0% | -1.8% | -0.2% | -2.0% |
| YTD | -0.9% | +2.5% | -3.4% | -1.6% |
| 1Y | -0.3% | +7.9% | -8.2% | -2.0% |
| All | +29.9% | +26.2% | +3.6% | +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 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