+1,458.7%
ET vs UDR
+253.5%
+1,205.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.9% | -2.0% | +2.9% | +1.5% |
| 30D | +7.5% | -5.2% | +12.7% | +9.1% |
| 3M | +11.4% | -5.8% | +17.2% | +13.2% |
| 6M | +18.5% | -1.7% | +20.2% | +18.7% |
| YTD | +37.4% | +2.4% | +35.0% | +35.6% |
| 1Y | +30.9% | -2.1% | +33.1% | +30.8% |
| 3Y | +98.7% | +4.2% | +94.5% | +93.1% |
| 5Y | +230.7% | -20.0% | +250.7% | +243.6% |
| 10Y | +175.6% | +44.6% | +130.9% | +138.2% |
| All | +1,458.7% | +253.5% | +1,205.2% | +821.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling