-99.1%
FCEL vs UDR
+47.2%
-146.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.3% | -3.5% | +9.8% | +8.8% |
| 30D | -26.7% | -5.3% | -21.4% | -24.1% |
| 3M | -10.2% | -9.5% | -0.6% | -5.8% |
| 6M | +123.5% | -0.7% | +124.1% | +117.8% |
| YTD | +117.4% | -1.2% | +118.6% | +113.1% |
| 1Y | +146.0% | -5.7% | +151.7% | +148.0% |
| 3Y | -61.9% | +3.7% | -65.6% | -65.3% |
| 5Y | -90.5% | -18.9% | -71.6% | -89.7% |
| All | -99.1% | +47.2% | -146.3% | -99.3% |
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