+221.8%
FXI vs UDR
+391.5%
-169.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.0% | -2.0% | +3.0% | +1.9% |
| 30D | -0.6% | -5.2% | +4.6% | +1.7% |
| 3M | +1.9% | -5.8% | +7.7% | +4.2% |
| 6M | -0.2% | -1.7% | +1.5% | -0.1% |
| YTD | -5.6% | +2.4% | -8.0% | -7.4% |
| 1Y | -4.7% | -2.1% | -2.6% | -4.9% |
| 3Y | +38.0% | +4.2% | +33.8% | +31.3% |
| 5Y | -2.7% | -20.0% | +17.3% | +1.6% |
| 10Y | +19.9% | +44.6% | -24.7% | -13.8% |
| All | +221.8% | +391.5% | -169.7% | +18.0% |
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