-49.5%
FND vs UDR
+4.1%
-53.6%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.7% |
| 7D | -0.8% | -3.3% | +2.5% | +1.7% |
| 30D | -19.6% | -5.6% | -13.9% | -16.1% |
| 3M | -4.3% | -9.4% | +5.1% | +2.8% |
| 6M | -20.4% | -3.0% | -17.5% | -19.0% |
| YTD | -21.9% | -0.4% | -21.5% | -22.1% |
| 1Y | -45.2% | -5.1% | -40.0% | -43.4% |
| All | -49.5% | +4.1% | -53.6% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling