+81.0%
F vs UDR
+54.2%
+26.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.4% |
| 7D | -0.6% | +2.2% | -2.9% | -1.9% |
| 30D | +2.9% | +8.0% | -5.2% | -1.7% |
| 3M | -9.5% | -3.3% | -6.2% | -7.9% |
| 6M | +4.0% | +1.0% | +3.0% | +2.6% |
| YTD | -1.3% | +4.2% | -5.4% | -4.7% |
| 1Y | -1.9% | +10.8% | -12.8% | -9.0% |
| 3Y | +53.5% | +30.1% | +23.3% | +28.1% |
| 5Y | -15.1% | -18.9% | +3.8% | -7.4% |
| 10Y | +81.0% | +53.4% | +27.6% | +58.2% |
| All | +81.0% | +54.2% | +26.8% | +58.2% |
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