+1,284.9%
EME vs UDR
+47.3%
+1,237.6%
-48.0%
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% | -0.5% |
| 7D | +0.9% | -3.4% | +4.3% | +2.4% |
| 30D | -8.4% | -5.4% | -3.0% | -6.3% |
| 3M | -3.6% | -10.0% | +6.4% | -0.1% |
| 6M | +3.6% | -2.5% | +6.1% | +3.4% |
| YTD | +22.5% | -1.1% | +23.6% | +21.1% |
| 1Y | +18.2% | -3.9% | +22.1% | +17.9% |
| 3Y | +238.4% | +3.4% | +234.9% | +218.3% |
| 5Y | +550.5% | -18.9% | +569.4% | +579.6% |
| All | +1,284.9% | +47.3% | +1,237.6% | +1,130.8% |
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 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