-63.2%
FLUT vs UDR
+14.9%
-78.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -4.1% |
| 7D | +4.2% | +7.2% | -3.1% | +0.6% |
| 30D | +8.0% | +10.5% | -2.5% | +2.8% |
| 3M | -22.1% | -2.3% | -19.8% | -21.8% |
| 6M | -21.7% | +4.0% | -25.7% | -23.4% |
| YTD | -62.0% | +5.6% | -67.6% | -63.0% |
| 1Y | -63.2% | +13.0% | -76.2% | -66.6% |
| All | -63.2% | +14.9% | -78.1% | -66.6% |
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 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