-68.4%
FLNC vs UDR
+14.9%
-83.3%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +3.6% | +6.6% | +11.3% |
| 7D | -2.1% | +7.2% | -9.3% | +0.3% |
| 30D | -20.8% | +10.5% | -31.2% | -18.0% |
| 3M | -61.3% | -2.3% | -59.1% | -62.3% |
| 6M | -50.9% | +4.0% | -54.8% | -51.1% |
| YTD | -69.4% | +5.6% | -75.0% | -68.3% |
| 1Y | -68.4% | +13.0% | -81.4% | -70.0% |
| All | -68.4% | +14.9% | -83.3% | -70.0% |
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 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