+3,689.8%
FN vs UDR
+241.1%
+3,448.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | -2.0% | +0.3% | -0.9% |
| 30D | -22.0% | -5.2% | -16.8% | -20.5% |
| 3M | -43.0% | -5.8% | -37.2% | -42.2% |
| 6M | -27.7% | -1.7% | -26.1% | -28.1% |
| YTD | -10.5% | +2.4% | -12.9% | -12.7% |
| 1Y | +12.5% | -2.1% | +14.6% | +11.4% |
| 3Y | +153.8% | +4.2% | +149.6% | +141.4% |
| 5Y | +288.0% | -20.0% | +308.0% | +305.8% |
| 10Y | +906.4% | +44.6% | +861.8% | +685.0% |
| All | +3,689.8% | +241.1% | +3,448.7% | +1,887.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling