-64.8%
FIS vs UDR
-20.3%
-44.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.6% |
| 7D | -8.9% | -3.4% | -5.5% | -7.2% |
| 30D | -9.9% | -5.4% | -4.5% | -7.3% |
| 3M | 0.0% | -10.0% | +9.9% | +5.6% |
| 6M | -22.9% | -2.5% | -20.4% | -22.1% |
| YTD | -40.9% | -1.1% | -39.8% | -40.8% |
| 1Y | -40.4% | -3.9% | -36.5% | -39.5% |
| 3Y | -25.4% | +3.4% | -28.8% | -28.3% |
| 5Y | -64.8% | -18.9% | -45.9% | -62.0% |
| All | -64.8% | -20.3% | -44.6% | -62.0% |
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 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