+175.5%
EXE vs UDR
+10.0%
+165.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.2% | -3.4% | +1.2% | -1.1% |
| 30D | -0.8% | -5.4% | +4.6% | +1.0% |
| 3M | +10.0% | -10.0% | +20.0% | +13.7% |
| 6M | -6.3% | -2.5% | -3.8% | -6.1% |
| YTD | -10.7% | -1.1% | -9.6% | -11.3% |
| 1Y | +2.7% | -3.9% | +6.6% | +3.0% |
| 3Y | +19.1% | +3.4% | +15.7% | +13.6% |
| 5Y | +105.4% | -18.9% | +124.3% | +119.9% |
| All | +175.5% | +10.0% | +165.5% | +186.7% |
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 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