+693.0%
FN vs UDR
+54.6%
+638.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -7.6% |
| 7D | +0.3% | -0.4% | +0.6% | +0.4% |
| 30D | -16.5% | +7.8% | -24.3% | -18.8% |
| 3M | -42.1% | -2.8% | -39.3% | -41.9% |
| 6M | -52.9% | -1.4% | -51.4% | -53.3% |
| YTD | -28.0% | +3.4% | -31.4% | -30.1% |
| 1Y | -18.5% | +9.9% | -28.4% | -22.8% |
| 3Y | +93.9% | +28.5% | +65.4% | +70.9% |
| 5Y | +170.5% | -20.5% | +191.0% | +179.9% |
| All | +693.0% | +54.6% | +638.3% | +592.8% |
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