+578.7%
FE vs UDR
+1,121.6%
-542.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.5% | +2.0% | -2.6% | -1.1% |
| 30D | +4.3% | +7.9% | -3.6% | +2.1% |
| 3M | +0.4% | -1.5% | +1.9% | +0.7% |
| 6M | +6.9% | +0.9% | +6.0% | +6.5% |
| YTD | +8.0% | +4.0% | +4.0% | +6.3% |
| 1Y | +4.8% | +10.4% | -5.5% | +1.4% |
| 3Y | +49.0% | +26.9% | +22.0% | +37.5% |
| 5Y | +46.2% | -19.4% | +65.6% | +52.1% |
| 10Y | +120.9% | +57.0% | +63.9% | +91.8% |
| All | +578.7% | +1,121.6% | -542.9% | +297.8% |
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 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