+78.4%
ETN vs UDR
+3.4%
+75.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.7% | -1.3% |
| 7D | +3.0% | -3.4% | +6.4% | +3.6% |
| 30D | -10.9% | -5.4% | -5.5% | -10.1% |
| 3M | +9.2% | -10.0% | +19.2% | +10.9% |
| 6M | +13.9% | -2.5% | +16.5% | +13.0% |
| YTD | +29.5% | -1.1% | +30.7% | +28.0% |
| 1Y | +14.2% | -3.9% | +18.1% | +13.7% |
| All | +78.4% | +3.4% | +75.1% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling