+160.8%
EXC vs UDR
+44.7%
+116.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | +0.3% | -3.3% | +3.6% | +2.0% |
| 30D | -0.9% | -5.6% | +4.8% | +2.1% |
| 3M | -2.7% | -9.4% | +6.7% | +2.3% |
| 6M | -9.4% | -3.0% | -6.4% | -8.3% |
| YTD | +3.0% | -0.4% | +3.4% | +2.3% |
| 1Y | +5.1% | -5.1% | +10.3% | +6.9% |
| 3Y | +20.6% | +4.2% | +16.4% | +13.8% |
| 5Y | +45.7% | -19.5% | +65.2% | +56.2% |
| 10Y | +160.8% | +47.9% | +112.9% | +97.3% |
| All | +160.8% | +44.7% | +116.2% | +97.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling