+7.4%
EMB vs UDR
-21.2%
+28.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +0.5% | +6.7% | -6.2% | -0.7% |
| 3M | -2.5% | -1.8% | -0.7% | -2.2% |
| 6M | -2.0% | -1.8% | -0.2% | -1.9% |
| YTD | -0.9% | +2.5% | -3.4% | -1.8% |
| 1Y | -0.3% | +7.9% | -8.2% | -2.3% |
| 3Y | +29.2% | +25.1% | +4.1% | +21.1% |
| 5Y | +7.4% | -21.2% | +28.6% | +8.8% |
| All | +7.4% | -21.2% | +28.7% | +8.8% |
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