+0.7%
FPS vs UDR
-4.6%
+5.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -6.1% |
| 7D | -4.6% | -3.4% | -1.2% | -6.0% |
| 30D | -22.6% | -5.4% | -17.2% | -24.3% |
| 3M | -45.1% | -10.0% | -35.1% | -47.6% |
| 6M | -17.8% | -2.5% | -15.3% | -24.0% |
| All | +0.7% | -4.6% | +5.3% | -6.9% |
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