+55.0%
EWZ vs UDR
-19.6%
+74.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.5% | -2.0% | +8.5% | +7.1% |
| 30D | +4.8% | -5.2% | +10.0% | +6.4% |
| 3M | +9.9% | -5.8% | +15.7% | +11.5% |
| 6M | +1.9% | -1.7% | +3.6% | +2.0% |
| YTD | +20.3% | +2.4% | +17.9% | +18.6% |
| 1Y | +35.6% | -2.1% | +37.7% | +35.5% |
| 3Y | +43.4% | +4.2% | +39.2% | +38.2% |
| All | +55.0% | -19.6% | +74.6% | +64.4% |
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