+478.1%
FLEX vs UDR
+4.7%
+473.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +4.5% |
| 7D | +7.0% | -2.1% | +9.0% | +7.4% |
| 30D | -5.8% | -5.6% | -0.2% | -4.7% |
| 3M | -24.2% | -5.8% | -18.4% | -23.9% |
| 6M | +90.8% | -1.1% | +91.9% | +88.3% |
| YTD | +89.2% | +1.6% | +87.6% | +84.4% |
| 1Y | +104.7% | -2.7% | +107.4% | +103.0% |
| 3Y | +478.1% | +6.3% | +471.8% | +465.6% |
| All | +478.1% | +4.7% | +473.4% | +465.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling