+109.8%
FE vs UDR
+53.6%
+56.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | +0.1% |
| 7D | 0.0% | +3.0% | -3.0% | -1.4% |
| 30D | +5.2% | +10.3% | -5.1% | +0.5% |
| 3M | 0.0% | -2.9% | +2.9% | +1.2% |
| 6M | +5.0% | +0.3% | +4.7% | +4.5% |
| YTD | +7.9% | +3.8% | +4.1% | +5.1% |
| 1Y | +6.3% | +12.7% | -6.4% | -0.5% |
| 3Y | +46.0% | +27.6% | +18.4% | +25.6% |
| 5Y | +45.6% | -18.6% | +64.2% | +54.1% |
| All | +109.8% | +53.6% | +56.2% | +62.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling