+575.3%
FAST vs UDR
+50.7%
+524.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.6% |
| 7D | +2.1% | +3.0% | -0.9% | +0.9% |
| 30D | +6.9% | +10.3% | -3.4% | +2.8% |
| 3M | +4.8% | -2.9% | +7.8% | +5.9% |
| 6M | +19.8% | +0.3% | +19.4% | +19.3% |
| YTD | +34.9% | +3.8% | +31.1% | +32.4% |
| 1Y | +32.8% | +12.7% | +20.0% | +26.0% |
| 3Y | +93.7% | +27.6% | +66.2% | +72.9% |
| 5Y | +105.3% | -18.6% | +123.9% | +116.1% |
| All | +575.3% | +50.7% | +524.7% | +493.9% |
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