+743.6%
FN vs UDR
+50.7%
+692.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.8% | +12.0% |
| 7D | 0.0% | +3.0% | -3.0% | -1.1% |
| 30D | -34.3% | +10.3% | -44.6% | -36.6% |
| 3M | -39.9% | -2.9% | -36.9% | -39.6% |
| 6M | -51.8% | +0.3% | -52.2% | -52.5% |
| YTD | -28.1% | +3.8% | -31.9% | -30.4% |
| 1Y | -29.1% | +12.7% | -41.8% | -33.5% |
| 3Y | +102.4% | +27.6% | +74.9% | +78.7% |
| 5Y | +171.7% | -18.6% | +190.3% | +179.2% |
| All | +743.6% | +50.7% | +692.9% | +612.3% |
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