+77.8%
ESI vs UDR
+27.3%
+50.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +5.5% | -0.4% | +5.9% | +5.7% |
| 30D | -7.8% | +7.8% | -15.5% | -11.0% |
| 3M | -15.0% | -2.8% | -12.2% | -14.2% |
| 6M | -24.9% | -1.4% | -23.5% | -25.6% |
| YTD | +33.2% | +3.4% | +29.8% | +27.9% |
| 1Y | +24.9% | +9.9% | +15.1% | +15.5% |
| 3Y | +77.8% | +28.5% | +49.2% | +47.6% |
| All | +77.8% | +27.3% | +50.4% | +47.6% |
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 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