+68.4%
FITB vs UDR
-20.7%
+89.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.6% |
| 7D | -0.4% | -3.3% | +2.9% | +1.6% |
| 30D | -5.1% | -5.6% | +0.5% | -1.9% |
| 3M | +3.5% | -9.4% | +13.0% | +9.6% |
| 6M | +17.2% | -3.0% | +20.2% | +18.7% |
| YTD | +17.6% | -0.4% | +18.0% | +17.0% |
| 1Y | +23.4% | -5.1% | +28.5% | +26.2% |
| 3Y | +129.7% | +4.2% | +125.5% | +118.5% |
| 5Y | +68.4% | -19.5% | +87.9% | +83.7% |
| All | +68.4% | -20.7% | +89.1% | +83.7% |
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