-98.0%
FCUV vs UDR
+14.9%
-112.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +3.6% | -11.1% | -5.6% |
| 7D | -8.6% | +7.2% | -15.8% | -5.2% |
| 30D | -25.9% | +10.5% | -36.4% | -22.0% |
| 3M | -69.8% | -2.3% | -67.5% | -70.0% |
| 6M | -31.6% | +4.0% | -35.6% | -33.6% |
| YTD | -90.1% | +5.6% | -95.7% | -90.3% |
| 1Y | -98.0% | +13.0% | -111.0% | -98.2% |
| All | -98.0% | +14.9% | -112.9% | -98.2% |
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 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