+21.2%
EXE vs UDR
+27.3%
-6.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.7% |
| 7D | +5.3% | -0.4% | +5.7% | +5.4% |
| 30D | -2.2% | +7.8% | -10.0% | -3.5% |
| 3M | -5.9% | -2.8% | -3.1% | -5.5% |
| 6M | -5.7% | -1.4% | -4.3% | -5.7% |
| YTD | -17.8% | +3.4% | -21.2% | -18.8% |
| 1Y | -23.1% | +9.9% | -33.0% | -25.4% |
| 3Y | +21.2% | +28.5% | -7.3% | +9.8% |
| All | +21.2% | +27.3% | -6.1% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling