+15.4%
FLR vs UDR
+47.3%
-31.9%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.9% |
| 7D | -6.9% | -3.4% | -3.5% | -5.2% |
| 30D | +1.1% | -5.4% | +6.6% | +4.0% |
| 3M | +14.3% | -10.0% | +24.3% | +19.9% |
| 6M | +19.1% | -2.5% | +21.6% | +19.4% |
| YTD | +35.1% | -1.1% | +36.2% | +33.8% |
| 1Y | +29.5% | -3.9% | +33.4% | +29.8% |
| 3Y | +53.0% | +3.4% | +49.6% | +44.6% |
| 5Y | +238.9% | -18.9% | +257.8% | +261.6% |
| All | +15.4% | +47.3% | -31.9% | +6.9% |
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