+755.5%
FN vs UDR
+53.3%
+702.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.8% |
| 7D | +20.8% | -2.4% | +23.2% | +21.6% |
| 30D | -17.3% | +6.7% | -24.0% | -19.3% |
| 3M | -38.1% | -1.8% | -36.4% | -38.1% |
| 6M | -44.2% | -1.8% | -42.5% | -44.6% |
| YTD | -22.3% | +2.5% | -24.8% | -24.4% |
| 1Y | -20.9% | +7.9% | -28.8% | -24.6% |
| 3Y | +111.1% | +25.1% | +86.0% | +87.8% |
| 5Y | +191.8% | -21.2% | +213.0% | +202.9% |
| All | +755.5% | +53.3% | +702.2% | +649.6% |
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 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