+282.0%
FITB vs UDR
+47.3%
+234.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.2% | +0.9% |
| 7D | -1.0% | -3.4% | +2.4% | +1.4% |
| 30D | -5.5% | -5.4% | -0.1% | -2.0% |
| 3M | +4.1% | -10.0% | +14.1% | +11.5% |
| 6M | +18.7% | -2.5% | +21.3% | +20.0% |
| YTD | +18.2% | -1.1% | +19.3% | +18.0% |
| 1Y | +23.7% | -3.9% | +27.5% | +25.6% |
| 3Y | +130.8% | +3.4% | +127.3% | +119.3% |
| 5Y | +69.8% | -18.9% | +88.7% | +87.1% |
| All | +282.0% | +47.3% | +234.7% | +254.0% |
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