+4,368.6%
ETR vs UDR
+2,856.1%
+1,512.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +1.4% | -2.1% | +3.5% | +1.9% |
| 30D | +1.9% | -5.6% | +7.5% | +3.3% |
| 3M | +1.0% | -5.8% | +6.8% | +2.4% |
| 6M | +4.8% | -1.1% | +6.0% | +4.9% |
| YTD | +19.5% | +1.6% | +17.9% | +18.7% |
| 1Y | +28.1% | -2.7% | +30.8% | +28.4% |
| 3Y | +151.1% | +6.3% | +144.8% | +144.8% |
| 5Y | +125.2% | -19.3% | +144.5% | +133.6% |
| 10Y | +291.1% | +46.0% | +245.2% | +257.2% |
| All | +4,368.6% | +2,856.1% | +1,512.5% | +2,877.0% |
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