+75.8%
ESI vs UDR
-20.7%
+96.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.2% |
| 7D | +3.9% | -3.3% | +7.2% | +5.7% |
| 30D | -3.8% | -5.6% | +1.9% | -1.0% |
| 3M | -13.1% | -9.4% | -3.7% | -9.3% |
| 6M | +11.3% | -3.0% | +14.3% | +11.3% |
| YTD | +44.1% | -0.4% | +44.5% | +41.6% |
| 1Y | +40.3% | -5.1% | +45.5% | +41.7% |
| 3Y | +84.1% | +4.2% | +79.8% | +74.5% |
| 5Y | +75.8% | -19.5% | +95.3% | +101.3% |
| All | +75.8% | -20.7% | +96.5% | +101.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling