+35.5%
FAST vs UDR
+11.3%
+24.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +4.8% | +2.0% | +2.8% | +4.0% |
| 30D | +8.6% | +7.9% | +0.7% | +5.6% |
| 3M | +5.7% | -1.5% | +7.2% | +6.2% |
| 6M | +25.5% | +0.9% | +24.6% | +25.0% |
| YTD | +39.6% | +4.0% | +35.6% | +38.5% |
| 1Y | +35.5% | +10.4% | +25.1% | +32.5% |
| All | +35.5% | +11.3% | +24.2% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling