+626.9%
FLEX vs UDR
+53.1%
+573.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.5% | -2.6% |
| 7D | -13.6% | +2.0% | -15.7% | -14.6% |
| 30D | -36.5% | +7.9% | -44.4% | -39.1% |
| 3M | -36.4% | -1.5% | -35.0% | -36.5% |
| 6M | -46.5% | +0.9% | -47.4% | -47.8% |
| YTD | +25.9% | +4.0% | +21.9% | +20.3% |
| 1Y | +19.6% | +10.4% | +9.2% | +10.5% |
| 3Y | +287.0% | +26.9% | +260.1% | +226.0% |
| 5Y | +466.6% | -19.4% | +486.0% | +500.0% |
| 10Y | +626.9% | +57.0% | +569.9% | +518.5% |
| All | +626.9% | +53.1% | +573.8% | +518.5% |
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