+2,943.1%
FN vs UDR
+245.9%
+2,697.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.2% | +12.8% | +12.1% |
| 7D | 0.0% | +3.0% | -3.0% | -1.2% |
| 30D | -34.3% | +10.3% | -44.6% | -36.9% |
| 3M | -39.9% | -2.9% | -36.9% | -39.5% |
| 6M | -51.8% | +0.3% | -52.2% | -52.6% |
| YTD | -28.1% | +3.8% | -31.9% | -30.6% |
| 1Y | -29.1% | +12.7% | -41.8% | -33.9% |
| 3Y | +102.4% | +27.6% | +74.9% | +76.6% |
| 5Y | +171.7% | -18.6% | +190.3% | +181.0% |
| 10Y | +773.5% | +52.4% | +721.1% | +562.7% |
| All | +2,943.1% | +245.9% | +2,697.2% | +1,479.3% |
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 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