+125.6%
EMB vs UDR
+321.7%
-196.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | +0.4% | +7.8% | -7.4% | -0.2% |
| 3M | -3.1% | -2.8% | -0.3% | -2.9% |
| 6M | -2.1% | -1.4% | -0.6% | -2.0% |
| YTD | -1.1% | +3.4% | -4.5% | -1.5% |
| 1Y | -0.1% | +9.9% | -9.9% | -0.9% |
| 3Y | +29.6% | +28.5% | +1.1% | +26.9% |
| 5Y | +7.2% | -20.5% | +27.7% | +7.9% |
| 10Y | +35.5% | +54.2% | -18.8% | +31.3% |
| All | +125.6% | +321.7% | -196.1% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling