-68.5%
FCUV vs UDR
-2.2%
-66.3%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.1% | -9.4% |
| 7D | -63.8% | -3.3% | -60.5% | -65.9% |
| 30D | -14.7% | -5.6% | -9.0% | -22.2% |
| 3M | +65.3% | -9.4% | +74.7% | +42.1% |
| 6M | -68.5% | -3.0% | -65.5% | -65.6% |
| All | -68.5% | -2.2% | -66.3% | -65.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling