+24.9%
ESI vs UDR
+14.9%
+10.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.6% | -8.2% | -4.4% |
| 7D | -6.6% | +7.2% | -13.8% | -6.2% |
| 30D | -10.9% | +10.5% | -21.4% | -10.9% |
| 3M | -13.8% | -2.3% | -11.6% | -12.9% |
| 6M | -21.5% | +4.0% | -25.5% | -23.7% |
| YTD | +34.7% | +5.6% | +29.1% | +29.3% |
| 1Y | +24.9% | +13.0% | +11.9% | +11.3% |
| All | +24.9% | +14.9% | +10.0% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling