+210.6%
ET vs UDR
-20.8%
+231.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +2.5% | -0.4% | +2.9% | +2.6% |
| 30D | -2.5% | +7.8% | -10.2% | -4.6% |
| 3M | -4.9% | -2.8% | -2.1% | -4.2% |
| 6M | -0.1% | -1.4% | +1.4% | -0.1% |
| YTD | +26.2% | +3.4% | +22.8% | +24.0% |
| 1Y | +25.2% | +9.9% | +15.3% | +20.4% |
| 3Y | +84.2% | +28.5% | +55.7% | +67.3% |
| All | +210.6% | -20.8% | +231.4% | +227.8% |
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