+56.7%
FND vs UDR
+37.4%
+19.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -5.2% | -2.0% | -3.2% | -3.9% |
| 30D | -19.9% | -5.2% | -14.7% | -16.9% |
| 3M | +2.7% | -5.8% | +8.5% | +6.9% |
| 6M | -21.7% | -1.7% | -20.0% | -21.0% |
| YTD | -17.5% | +2.4% | -19.9% | -19.1% |
| 1Y | -39.3% | -2.1% | -37.2% | -38.6% |
| 3Y | -49.8% | +4.2% | -54.0% | -51.5% |
| 5Y | -60.1% | -20.0% | -40.1% | -54.8% |
| All | +56.7% | +37.4% | +19.3% | +50.7% |
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