+69,298.0%
FAST vs UDR
+2,878.3%
+66,419.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -0.4% | -2.0% | +1.6% | +0.4% |
| 30D | -0.8% | -5.2% | +4.4% | +1.1% |
| 3M | +5.8% | -5.8% | +11.5% | +7.9% |
| 6M | +8.0% | -1.7% | +9.7% | +8.4% |
| YTD | +25.6% | +2.4% | +23.3% | +24.2% |
| 1Y | +0.8% | -2.1% | +2.9% | +1.1% |
| 3Y | +86.1% | +4.2% | +81.9% | +80.3% |
| 5Y | +100.2% | -20.0% | +120.2% | +111.9% |
| 10Y | +494.2% | +44.6% | +449.5% | +389.3% |
| All | +69,298.0% | +2,878.3% | +66,419.8% | +25,793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling