+93.0%
FFIV vs UDR
-17.4%
+110.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | -1.0% | -2.0% | +1.0% | -0.2% |
| 30D | -5.1% | -5.2% | +0.1% | -3.2% |
| 3M | -4.5% | -5.8% | +1.3% | -2.7% |
| 6M | +36.5% | -1.7% | +38.2% | +36.2% |
| YTD | +53.0% | +2.4% | +50.6% | +49.8% |
| 1Y | +24.2% | -2.1% | +26.3% | +24.0% |
| 3Y | +137.2% | +4.2% | +133.0% | +126.0% |
| All | +93.0% | -17.4% | +110.4% | +115.4% |
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