+826.4%
FN vs UDR
+54.2%
+772.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.4% | +11.5% | +11.8% |
| 7D | +16.3% | +2.2% | +14.1% | +15.4% |
| 30D | -24.7% | +8.0% | -32.8% | -26.9% |
| 3M | -34.9% | -3.3% | -31.7% | -34.5% |
| 6M | -41.1% | +1.0% | -42.1% | -42.1% |
| YTD | -19.6% | +4.2% | -23.8% | -22.2% |
| 1Y | -18.5% | +10.8% | -29.4% | -23.0% |
| 3Y | +119.1% | +30.1% | +89.0% | +92.2% |
| 5Y | +206.9% | -18.9% | +225.9% | +215.8% |
| 10Y | +826.4% | +53.4% | +773.0% | +688.5% |
| All | +826.4% | +54.2% | +772.3% | +688.5% |
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