+2,111.2%
FTNT vs UDR
+47.3%
+2,063.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.8% | +1.3% |
| 7D | +1.6% | -3.4% | +5.0% | +2.8% |
| 30D | -1.9% | -5.4% | +3.6% | -0.1% |
| 3M | +14.4% | -10.0% | +24.3% | +18.3% |
| 6M | +88.7% | -2.5% | +91.2% | +89.0% |
| YTD | +100.0% | -1.1% | +101.2% | +99.1% |
| 1Y | +99.9% | -3.9% | +103.8% | +100.8% |
| 3Y | +147.9% | +3.4% | +144.5% | +139.8% |
| 5Y | +155.8% | -18.9% | +174.7% | +170.0% |
| All | +2,111.2% | +47.3% | +2,063.9% | +1,908.9% |
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