-18.5%
FN vs UDR
+9.0%
-27.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.9% | -8.2% | -6.8% |
| 7D | +0.3% | -0.4% | +0.6% | 0.0% |
| 30D | -16.5% | +7.8% | -24.3% | -12.7% |
| 3M | -42.1% | -2.8% | -39.3% | -42.1% |
| 6M | -52.9% | -1.4% | -51.4% | -53.3% |
| YTD | -28.0% | +3.4% | -31.4% | -28.0% |
| 1Y | -18.5% | +9.9% | -28.4% | -17.4% |
| All | -18.5% | +9.0% | -27.6% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling