+131.7%
EMB vs UDR
+317.5%
-185.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | 0.0% | -2.0% | +2.0% | +0.1% |
| 30D | -0.3% | -5.2% | +4.9% | +0.1% |
| 3M | -0.4% | -5.8% | +5.4% | 0.0% |
| 6M | +0.1% | -1.7% | +1.8% | +0.2% |
| YTD | +1.6% | +2.4% | -0.8% | +1.3% |
| 1Y | +5.6% | -2.1% | +7.7% | +5.6% |
| 3Y | +29.8% | +4.2% | +25.6% | +28.9% |
| 5Y | +7.3% | -20.0% | +27.3% | +8.0% |
| 10Y | +30.4% | +44.6% | -14.2% | +26.8% |
| All | +131.7% | +317.5% | -185.8% | +119.0% |
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 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