+6.9%
FPS vs UDR
-3.9%
+10.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.1% | -4.9% |
| 7D | +5.3% | -3.3% | +8.6% | +3.9% |
| 30D | -17.6% | -5.6% | -11.9% | -19.5% |
| 3M | -45.8% | -9.4% | -36.4% | -48.0% |
| 6M | -10.1% | -3.0% | -7.2% | -16.5% |
| All | +6.9% | -3.9% | +10.7% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling