+323.0%
EXPD vs UDR
+53.1%
+269.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -7.4% | +2.0% | -9.4% | -8.1% |
| 30D | -2.1% | +7.9% | -10.0% | -4.6% |
| 3M | +5.7% | -1.5% | +7.2% | +6.0% |
| 6M | +21.4% | +0.9% | +20.5% | +20.6% |
| YTD | +27.6% | +4.0% | +23.6% | +25.5% |
| 1Y | +36.1% | +10.4% | +25.7% | +31.2% |
| 3Y | +69.9% | +26.9% | +43.0% | +55.3% |
| 5Y | +59.7% | -19.4% | +79.0% | +66.2% |
| 10Y | +323.0% | +57.0% | +266.0% | +271.5% |
| All | +323.0% | +53.1% | +269.9% | +271.5% |
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