+238.9%
FLR vs UDR
-20.3%
+259.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -6.9% | -3.4% | -3.5% | -5.5% |
| 30D | +1.1% | -5.4% | +6.6% | +3.4% |
| 3M | +14.3% | -10.0% | +24.3% | +18.9% |
| 6M | +19.1% | -2.5% | +21.6% | +19.1% |
| YTD | +35.1% | -1.1% | +36.2% | +33.7% |
| 1Y | +29.5% | -3.9% | +33.4% | +29.6% |
| 3Y | +53.0% | +3.4% | +49.6% | +44.9% |
| 5Y | +238.9% | -18.9% | +257.8% | +254.6% |
| All | +238.9% | -20.3% | +259.2% | +254.6% |
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