+206.5%
FITB vs UDR
+54.6%
+151.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.5% |
| 7D | +2.8% | -0.4% | +3.1% | +3.0% |
| 30D | +9.8% | +7.8% | +2.0% | +4.1% |
| 3M | -5.2% | -2.8% | -2.4% | -3.5% |
| 6M | +17.3% | -1.4% | +18.8% | +17.9% |
| YTD | +19.3% | +3.4% | +15.9% | +15.3% |
| 1Y | +32.7% | +9.9% | +22.8% | +22.7% |
| 3Y | +141.6% | +28.5% | +113.1% | +96.4% |
| 5Y | +48.9% | -20.5% | +69.4% | +67.3% |
| All | +206.5% | +54.6% | +151.9% | +178.9% |
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