+2,625.3%
FN vs UDR
+249.9%
+2,375.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -0.6% | -13.7% | -14.0% |
| 7D | -16.0% | +4.5% | -20.5% | -17.4% |
| 30D | -40.1% | +9.6% | -49.7% | -42.4% |
| 3M | -43.9% | -2.7% | -41.2% | -43.6% |
| 6M | -55.6% | +1.8% | -57.4% | -56.5% |
| YTD | -35.7% | +5.0% | -40.7% | -38.1% |
| 1Y | -39.8% | +12.1% | -51.9% | -43.7% |
| 3Y | +80.3% | +26.2% | +54.1% | +58.1% |
| 5Y | +143.3% | -17.6% | +160.9% | +150.7% |
| 10Y | +682.3% | +54.2% | +628.1% | +491.3% |
| All | +2,625.3% | +249.9% | +2,375.4% | +1,309.1% |
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