+67.1%
FDX vs UDR
-19.6%
+86.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -2.5% | -2.0% | -0.5% | -1.7% |
| 30D | +3.8% | -5.2% | +9.0% | +6.1% |
| 3M | -1.3% | -5.8% | +4.5% | +1.0% |
| 6M | +5.0% | -1.7% | +6.7% | +5.3% |
| YTD | +39.6% | +2.4% | +37.3% | +37.2% |
| 1Y | +81.1% | -2.1% | +83.2% | +81.2% |
| 3Y | +63.0% | +4.2% | +58.8% | +59.2% |
| All | +67.1% | -19.6% | +86.7% | +78.5% |
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