+1,645.8%
FLUT vs UDR
+628.0%
+1,017.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | -0.7% | -0.4% | -0.3% | -0.7% |
| 30D | +9.3% | +7.8% | +1.5% | +8.7% |
| 3M | -17.5% | -2.8% | -14.7% | -17.3% |
| 6M | -14.6% | -1.4% | -13.2% | -14.5% |
| YTD | -62.3% | +3.4% | -65.7% | -62.4% |
| 1Y | -59.6% | +9.9% | -69.5% | -59.9% |
| 3Y | -45.3% | +28.5% | -73.8% | -46.0% |
| 5Y | -50.4% | -20.5% | -29.9% | -50.2% |
| 10Y | -26.8% | +54.2% | -81.1% | -28.2% |
| All | +1,645.8% | +628.0% | +1,017.9% | +1,624.0% |
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