+652.8%
FLEX vs UDR
+55.2%
+597.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.3% | +4.1% | +3.9% |
| 7D | +2.2% | -1.8% | +4.0% | +3.1% |
| 30D | -32.6% | +7.9% | -40.6% | -35.4% |
| 3M | -35.5% | -0.8% | -34.7% | -35.8% |
| 6M | -45.6% | 0.0% | -45.5% | -46.6% |
| YTD | +30.7% | +3.7% | +27.0% | +25.0% |
| 1Y | +28.4% | +8.5% | +19.8% | +19.7% |
| 3Y | +301.7% | +26.6% | +275.1% | +238.6% |
| 5Y | +473.3% | -20.2% | +493.5% | +510.2% |
| All | +652.8% | +55.2% | +597.7% | +545.0% |
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