+53.3%
FLNC vs UDR
-1.4%
+54.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.5% |
| 7D | -4.9% | -2.0% | -2.9% | -6.0% |
| 30D | -27.3% | -5.2% | -22.1% | -29.6% |
| 3M | -61.9% | -5.8% | -56.1% | -62.9% |
| 6M | -34.5% | -1.7% | -32.8% | -33.8% |
| YTD | -47.7% | +2.4% | -50.0% | -45.5% |
| 1Y | +53.3% | -2.1% | +55.4% | +65.7% |
| All | +53.3% | -1.4% | +54.7% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling