+348.1%
FERG vs UDR
+47.3%
+300.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -1.0% | -3.4% | +2.4% | -0.4% |
| 30D | -11.8% | -5.4% | -6.4% | -10.9% |
| 3M | -1.2% | -10.0% | +8.7% | +0.6% |
| 6M | -2.3% | -2.5% | +0.2% | -2.0% |
| YTD | +0.8% | -1.1% | +1.9% | +0.8% |
| 1Y | +0.5% | -3.9% | +4.4% | +1.0% |
| 3Y | +51.4% | +3.4% | +47.9% | +50.4% |
| 5Y | +67.5% | -18.9% | +86.4% | +68.8% |
| All | +348.1% | +47.3% | +300.9% | +370.7% |
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