-65.6%
FLUT vs UDR
-3.8%
-61.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +0.4% | -3.5% | +3.9% | +1.9% |
| 30D | +2.5% | -5.3% | +7.8% | +5.0% |
| 3M | -9.2% | -9.5% | +0.3% | -5.7% |
| 6M | -8.2% | -0.7% | -7.6% | -8.2% |
| YTD | -53.2% | -1.2% | -52.1% | -53.0% |
| 1Y | -65.6% | -5.7% | -59.8% | -65.9% |
| All | -65.6% | -3.8% | -61.8% | -65.9% |
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 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