+114.5%
FE vs UDR
+44.7%
+69.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.4% |
| 7D | -0.2% | -3.3% | +3.1% | +1.4% |
| 30D | -1.2% | -5.6% | +4.5% | +1.5% |
| 3M | +1.7% | -9.4% | +11.1% | +6.2% |
| 6M | -7.5% | -3.0% | -4.5% | -6.6% |
| YTD | +6.3% | -0.4% | +6.7% | +5.6% |
| 1Y | +10.9% | -5.1% | +16.0% | +12.5% |
| 3Y | +46.9% | +4.2% | +42.7% | +39.6% |
| 5Y | +47.6% | -19.5% | +67.1% | +56.8% |
| 10Y | +114.5% | +47.9% | +66.6% | +64.8% |
| All | +114.5% | +44.7% | +69.8% | +64.8% |
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 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