-52.0%
FIS vs UDR
+56.7%
-108.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.3% | +7.0% | +6.8% |
| 7D | +1.5% | -1.8% | +3.3% | +2.4% |
| 30D | -11.8% | +7.9% | -19.7% | -15.6% |
| 3M | -28.5% | -0.8% | -27.8% | -28.6% |
| 6M | -27.0% | 0.0% | -27.0% | -27.5% |
| YTD | -53.1% | +3.7% | -56.8% | -54.4% |
| 1Y | -52.8% | +8.5% | -61.3% | -55.2% |
| 3Y | -37.5% | +26.6% | -64.1% | -45.7% |
| 5Y | -71.1% | -20.2% | -50.9% | -68.8% |
| 10Y | -52.0% | +54.7% | -106.8% | -58.1% |
| All | -52.0% | +56.7% | -108.7% | -58.1% |
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