+334.3%
EXPD vs UDR
+56.7%
+277.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.1% | +2.9% |
| 7D | -1.6% | -1.8% | +0.2% | -1.0% |
| 30D | +0.6% | +7.9% | -7.3% | -2.0% |
| 3M | +9.8% | -0.8% | +10.6% | +9.9% |
| 6M | +25.8% | 0.0% | +25.8% | +25.4% |
| YTD | +31.3% | +3.7% | +27.5% | +29.2% |
| 1Y | +40.9% | +8.5% | +32.4% | +36.6% |
| 3Y | +74.7% | +26.6% | +48.2% | +59.9% |
| 5Y | +62.9% | -20.2% | +83.1% | +70.1% |
| 10Y | +334.3% | +54.7% | +279.6% | +282.2% |
| All | +334.3% | +56.7% | +277.7% | +282.2% |
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