+47.7%
FND vs UDR
+32.7%
+15.0%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -5.8% | -3.5% | -2.3% | -3.5% |
| 30D | -20.2% | -5.3% | -14.9% | -17.2% |
| 3M | -12.0% | -9.5% | -2.4% | -5.9% |
| 6M | -18.5% | -0.7% | -17.9% | -18.4% |
| YTD | -22.3% | -1.2% | -21.1% | -21.9% |
| 1Y | -47.6% | -5.7% | -41.9% | -45.7% |
| 3Y | -49.8% | +3.7% | -53.5% | -51.3% |
| 5Y | -63.0% | -18.9% | -44.0% | -58.1% |
| All | +47.7% | +32.7% | +15.0% | +45.4% |
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 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