+332.6%
EXPD vs UDR
+54.2%
+278.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.6% |
| 7D | -5.5% | +2.2% | -7.7% | -6.2% |
| 30D | -1.9% | +8.0% | -9.9% | -4.5% |
| 3M | +6.1% | -3.3% | +9.3% | +7.1% |
| 6M | +21.6% | +1.0% | +20.6% | +20.8% |
| YTD | +27.9% | +4.2% | +23.7% | +25.7% |
| 1Y | +39.4% | +10.8% | +28.6% | +34.2% |
| 3Y | +72.7% | +30.1% | +42.5% | +56.6% |
| 5Y | +60.3% | -18.9% | +79.2% | +66.6% |
| 10Y | +332.6% | +53.4% | +279.2% | +285.7% |
| All | +332.6% | +54.2% | +278.4% | +285.7% |
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