+2,054.3%
FLUT vs UDR
+620.7%
+1,433.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -2.0% | +0.4% | -1.5% |
| 30D | +7.7% | -5.2% | +12.9% | +8.1% |
| 3M | -0.7% | -5.8% | +5.1% | -0.3% |
| 6M | -11.2% | -1.7% | -9.5% | -11.1% |
| YTD | -53.4% | +2.4% | -55.8% | -53.5% |
| 1Y | -65.8% | -2.1% | -63.6% | -65.7% |
| 3Y | -44.9% | +4.2% | -49.1% | -45.1% |
| 5Y | -49.7% | -20.0% | -29.7% | -49.5% |
| 10Y | -9.7% | +44.6% | -54.4% | -11.3% |
| All | +2,054.3% | +620.7% | +1,433.6% | +2,028.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling