+295.3%
ESI vs UDR
+47.3%
+248.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | -2.3% | -3.4% | +1.1% | -0.7% |
| 30D | -9.0% | -5.4% | -3.6% | -6.6% |
| 3M | -13.3% | -10.0% | -3.3% | -9.4% |
| 6M | +5.3% | -2.5% | +7.8% | +5.2% |
| YTD | +37.6% | -1.1% | +38.7% | +36.4% |
| 1Y | +33.6% | -3.9% | +37.5% | +34.2% |
| 3Y | +75.8% | +3.4% | +72.3% | +69.2% |
| 5Y | +68.6% | -18.9% | +87.5% | +80.8% |
| All | +295.3% | +47.3% | +248.1% | +256.6% |
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