+67.7%
FERG vs UDR
-20.2%
+87.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -2.6% | -3.5% | +0.9% | -1.1% |
| 30D | -8.9% | -5.3% | -3.6% | -6.8% |
| 3M | -2.0% | -9.5% | +7.5% | +1.9% |
| 6M | -3.2% | -0.7% | -2.5% | -3.5% |
| YTD | +1.5% | -1.2% | +2.7% | +1.3% |
| 1Y | +0.5% | -5.7% | +6.2% | +2.3% |
| 3Y | +50.4% | +3.7% | +46.7% | +45.4% |
| All | +67.7% | -20.2% | +87.9% | +74.7% |
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 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