-45.3%
FLUT vs UDR
+27.3%
-72.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | -0.7% | -0.4% | -0.3% | -0.5% |
| 30D | +9.3% | +7.8% | +1.5% | +5.5% |
| 3M | -17.5% | -2.8% | -14.7% | -16.5% |
| 6M | -14.6% | -1.4% | -13.2% | -14.2% |
| YTD | -62.3% | +3.4% | -65.7% | -63.0% |
| 1Y | -59.6% | +9.9% | -69.5% | -61.5% |
| 3Y | -45.3% | +28.5% | -73.8% | -51.6% |
| All | -45.3% | +27.3% | -72.6% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling