+131.3%
FTV vs UDR
+44.7%
+86.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +3.9% | -0.4% | +4.3% | +4.1% |
| 30D | +18.7% | +7.8% | +10.9% | +14.6% |
| 3M | +10.0% | -2.8% | +12.8% | +11.3% |
| 6M | +14.6% | -1.4% | +16.0% | +14.9% |
| YTD | +23.4% | +3.4% | +20.0% | +21.0% |
| 1Y | +31.3% | +9.9% | +21.4% | +25.2% |
| 3Y | +39.8% | +28.5% | +11.3% | +22.7% |
| 5Y | +17.7% | -20.5% | +38.2% | +26.7% |
| 10Y | +110.2% | +54.2% | +56.0% | +74.1% |
| All | +131.3% | +44.7% | +86.6% | +92.7% |
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