-18.9%
EXE vs UDR
+14.9%
-33.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.6% | -6.5% | -2.7% |
| 7D | -4.7% | +7.2% | -11.9% | -4.3% |
| 30D | +1.0% | +10.5% | -9.4% | +1.7% |
| 3M | -5.6% | -2.3% | -3.4% | -6.0% |
| 6M | -12.3% | +4.0% | -16.3% | -11.7% |
| YTD | -19.5% | +5.6% | -25.1% | -19.2% |
| 1Y | -18.9% | +13.0% | -31.9% | -19.1% |
| All | -18.9% | +14.9% | -33.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling