+147.8%
ETR vs UDR
+4.1%
+143.7%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.6% |
| 7D | +0.4% | -3.3% | +3.6% | +1.4% |
| 30D | +2.0% | -5.6% | +7.7% | +3.9% |
| 3M | -1.7% | -9.4% | +7.7% | +1.3% |
| 6M | +3.6% | -3.0% | +6.5% | +4.3% |
| YTD | +18.0% | -0.4% | +18.4% | +17.5% |
| 1Y | +26.2% | -5.1% | +31.4% | +27.7% |
| All | +147.8% | +4.1% | +143.7% | +145.7% |
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