-71.6%
FLNC vs UDR
-23.6%
-48.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.5% | +2.5% |
| 7D | -4.1% | -3.5% | -0.6% | -1.6% |
| 30D | -24.8% | -5.3% | -19.5% | -21.9% |
| 3M | -59.1% | -9.5% | -49.6% | -56.8% |
| 6M | -42.0% | -0.7% | -41.3% | -43.7% |
| YTD | -49.8% | -1.2% | -48.6% | -51.3% |
| 1Y | +43.1% | -5.7% | +48.8% | +43.2% |
| 3Y | -61.0% | +3.7% | -64.7% | -65.9% |
| All | -71.6% | -23.6% | -48.1% | -67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling