+126.9%
FFIV vs UDR
+53.1%
+73.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -4.2% | +2.0% | -6.2% | -4.9% |
| 30D | -33.9% | +7.9% | -41.8% | -35.6% |
| 3M | -22.6% | -1.5% | -21.1% | -22.3% |
| 6M | -10.4% | +0.9% | -11.3% | -11.2% |
| YTD | +24.3% | +4.0% | +20.3% | +21.5% |
| 1Y | +31.8% | +10.4% | +21.4% | +25.8% |
| 3Y | +99.5% | +26.9% | +72.6% | +78.0% |
| 5Y | +40.7% | -19.4% | +60.1% | +47.8% |
| 10Y | +126.9% | +57.0% | +69.9% | +102.0% |
| All | +126.9% | +53.1% | +73.8% | +102.0% |
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