+11.4%
FPS vs UDR
-2.0%
+13.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.7% | +3.8% | +2.7% |
| 7D | +10.4% | -2.1% | +12.4% | +9.4% |
| 30D | -16.5% | -5.6% | -10.9% | -18.5% |
| 3M | -45.5% | -5.8% | -39.8% | -47.6% |
| 6M | +2.1% | -1.1% | +3.2% | -4.4% |
| All | +11.4% | -2.0% | +13.4% | +4.2% |
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