+706.7%
ETN vs UDR
+47.2%
+659.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.1% | +4.0% | +4.0% |
| 7D | +3.5% | -3.5% | +7.0% | +5.1% |
| 30D | -7.5% | -5.3% | -2.2% | -5.4% |
| 3M | +8.3% | -9.5% | +17.9% | +12.3% |
| 6M | +20.2% | -0.7% | +20.8% | +19.0% |
| YTD | +34.7% | -1.2% | +35.8% | +33.4% |
| 1Y | +19.4% | -5.7% | +25.2% | +20.5% |
| 3Y | +85.5% | +3.7% | +81.8% | +75.0% |
| 5Y | +186.6% | -18.9% | +205.5% | +201.1% |
| All | +706.7% | +47.2% | +659.5% | +587.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling