-99.8%
FCUV vs UDR
-20.1%
-79.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -72.0% | -3.4% | -68.6% | -71.5% |
| 30D | -8.0% | -5.4% | -2.6% | -5.9% |
| 3M | +66.3% | -10.0% | +76.2% | +72.7% |
| 6M | -75.3% | -2.5% | -72.8% | -75.4% |
| YTD | -83.0% | -1.1% | -81.8% | -83.1% |
| 1Y | -94.7% | -3.9% | -90.8% | -94.6% |
| 3Y | -99.3% | +3.4% | -102.7% | -99.3% |
| All | -99.8% | -20.1% | -79.7% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling