+125.2%
ETR vs UDR
-20.3%
+145.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.9% | -3.4% | +1.5% | -0.6% |
| 30D | -0.2% | -5.4% | +5.2% | +2.0% |
| 3M | -3.7% | -10.0% | +6.2% | +0.2% |
| 6M | +2.1% | -2.5% | +4.6% | +2.7% |
| YTD | +16.5% | -1.1% | +17.6% | +16.1% |
| 1Y | +22.5% | -3.9% | +26.4% | +23.5% |
| 3Y | +144.7% | +3.4% | +141.2% | +135.1% |
| 5Y | +125.2% | -18.9% | +144.1% | +133.8% |
| All | +125.2% | -20.3% | +145.5% | +133.8% |
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