+172.1%
NXT vs UDR
-9.0%
+181.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | -1.9% | -3.5% | +1.6% | -1.2% |
| 30D | -20.0% | -5.3% | -14.7% | -19.2% |
| 3M | -30.7% | -9.5% | -21.2% | -29.6% |
| 6M | -29.0% | -0.7% | -28.3% | -29.9% |
| YTD | -4.8% | -1.2% | -3.7% | -6.2% |
| 1Y | +22.8% | -5.7% | +28.5% | +23.0% |
| 3Y | +93.9% | +3.7% | +90.2% | +71.0% |
| All | +172.1% | -9.0% | +181.1% | +153.6% |
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