+507.7%
FAST vs UDR
+42.1%
+465.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.3% | -2.1% | +3.4% | +2.1% |
| 30D | -4.7% | -5.6% | +0.9% | -2.6% |
| 3M | +7.9% | -5.8% | +13.7% | +10.3% |
| 6M | +7.4% | -1.1% | +8.6% | +7.6% |
| YTD | +25.1% | +1.6% | +23.5% | +23.9% |
| 1Y | +4.7% | -2.7% | +7.4% | +5.2% |
| 3Y | +94.7% | +6.3% | +88.4% | +86.6% |
| 5Y | +106.8% | -19.3% | +126.1% | +118.5% |
| 10Y | +507.7% | +46.0% | +461.7% | +426.5% |
| All | +507.7% | +42.1% | +465.6% | +426.5% |
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