+54.2%
EWZ vs UDR
-20.8%
+75.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | -24.4% | +7.8% | -32.1% | -26.1% |
| 3M | -4.6% | -2.8% | -1.8% | -3.9% |
| 6M | -11.6% | -1.4% | -10.1% | -11.6% |
| YTD | +2.4% | +3.4% | -1.0% | +0.6% |
| 1Y | +2.1% | +9.9% | -7.8% | -1.8% |
| 3Y | +18.7% | +28.5% | -9.8% | +6.5% |
| All | +54.2% | -20.8% | +75.0% | +67.1% |
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