-9.3%
FLUT vs UDR
+47.2%
-56.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -3.5% | +3.9% | +1.1% |
| 30D | +2.5% | -5.3% | +7.8% | +3.6% |
| 3M | -9.2% | -9.5% | +0.3% | -7.6% |
| 6M | -8.2% | -0.7% | -7.6% | -8.1% |
| YTD | -53.2% | -1.2% | -52.1% | -53.1% |
| 1Y | -65.6% | -5.7% | -59.8% | -65.3% |
| 3Y | -43.6% | +3.7% | -47.3% | -43.8% |
| 5Y | -50.3% | -18.9% | -31.4% | -50.0% |
| All | -9.3% | +47.2% | -56.5% | -11.5% |
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