+245.3%
ET vs UDR
-20.1%
+265.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | +1.4% | -3.4% | +4.7% | +2.3% |
| 30D | +4.6% | -5.4% | +10.0% | +6.2% |
| 3M | +16.0% | -10.0% | +26.0% | +19.4% |
| 6M | +22.8% | -2.5% | +25.4% | +23.2% |
| YTD | +38.9% | -1.1% | +40.0% | +38.3% |
| 1Y | +34.1% | -3.9% | +38.0% | +34.7% |
| 3Y | +98.8% | +3.4% | +95.4% | +94.0% |
| All | +245.3% | -20.1% | +265.5% | +268.4% |
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