+1,086.7%
FLEX vs UDR
+44.7%
+1,042.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.5% | -0.5% |
| 7D | +6.4% | -3.3% | +9.6% | +8.0% |
| 30D | -5.9% | -5.6% | -0.2% | -3.5% |
| 3M | -23.5% | -9.4% | -14.0% | -20.7% |
| 6M | +83.7% | -3.0% | +86.7% | +83.5% |
| YTD | +86.5% | -0.4% | +86.9% | +83.0% |
| 1Y | +100.5% | -5.1% | +105.6% | +100.8% |
| 3Y | +469.8% | +4.2% | +465.6% | +434.6% |
| 5Y | +725.7% | -19.5% | +745.2% | +775.7% |
| 10Y | +1,086.7% | +47.9% | +1,038.8% | +949.3% |
| All | +1,086.7% | +44.7% | +1,042.1% | +949.3% |
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