+590.1%
EWT vs UDR
+1,063.4%
-473.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.2% | -0.3% |
| 7D | +1.6% | -2.1% | +3.7% | +2.4% |
| 30D | +8.2% | -5.6% | +13.8% | +10.3% |
| 3M | +11.1% | -5.8% | +16.8% | +12.8% |
| 6M | +60.4% | -1.1% | +61.6% | +59.9% |
| YTD | +75.6% | +1.6% | +74.0% | +73.0% |
| 1Y | +91.3% | -2.7% | +94.0% | +90.9% |
| 3Y | +200.3% | +6.3% | +194.0% | +186.6% |
| 5Y | +156.4% | -19.3% | +175.7% | +165.4% |
| 10Y | +495.8% | +46.0% | +449.8% | +372.3% |
| All | +590.1% | +1,063.4% | -473.3% | +113.7% |
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 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