-95.9%
FCUV vs UDR
+80.8%
-176.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.0% | -5.1% | -6.9% |
| 7D | -63.8% | -3.3% | -60.5% | -63.6% |
| 30D | -14.7% | -5.6% | -9.0% | -14.3% |
| 3M | +65.3% | -9.4% | +74.7% | +66.6% |
| 6M | -68.5% | -3.0% | -65.5% | -68.5% |
| YTD | -83.0% | -0.4% | -82.7% | -83.1% |
| 1Y | -94.4% | -5.1% | -89.3% | -94.4% |
| 3Y | -99.3% | +4.2% | -103.5% | -99.3% |
| 5Y | -99.9% | -19.5% | -80.3% | -99.9% |
| 10Y | -98.6% | +47.9% | -146.5% | -98.2% |
| All | -95.9% | +80.8% | -176.6% | -94.0% |
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