+804.7%
FN vs UDR
+56.7%
+748.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +8.0% | -1.8% | +9.8% | +8.6% |
| 30D | -19.1% | +7.9% | -27.1% | -21.4% |
| 3M | -29.8% | -0.8% | -29.0% | -30.0% |
| 6M | -43.2% | 0.0% | -43.2% | -43.9% |
| YTD | -18.9% | +3.7% | -22.7% | -21.4% |
| 1Y | -17.9% | +8.5% | -26.4% | -21.8% |
| 3Y | +120.1% | +26.6% | +93.6% | +95.1% |
| 5Y | +206.7% | -20.2% | +226.9% | +217.1% |
| 10Y | +804.7% | +54.7% | +749.9% | +678.7% |
| All | +804.7% | +56.7% | +748.0% | +678.7% |
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