+238.8%
EME vs UDR
+3.4%
+235.5%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.9% | -3.4% | +4.3% | +1.3% |
| 30D | -8.4% | -5.4% | -3.0% | -7.9% |
| 3M | -3.6% | -10.0% | +6.4% | -2.9% |
| 6M | +3.6% | -2.5% | +6.1% | +2.6% |
| YTD | +22.5% | -1.1% | +23.6% | +21.0% |
| 1Y | +18.2% | -3.9% | +22.1% | +17.6% |
| All | +238.8% | +3.4% | +235.5% | +243.9% |
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