+170.4%
NXT vs UDR
-8.3%
+178.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -3.2% |
| 7D | -0.2% | -3.3% | +3.0% | +0.4% |
| 30D | -20.0% | -5.6% | -14.3% | -19.1% |
| 3M | -30.9% | -9.4% | -21.5% | -29.8% |
| 6M | -23.8% | -3.0% | -20.9% | -24.2% |
| YTD | -5.4% | -0.4% | -5.1% | -6.9% |
| 1Y | +28.0% | -5.1% | +33.2% | +28.0% |
| 3Y | +93.3% | +4.2% | +89.1% | +70.3% |
| All | +170.4% | -8.3% | +178.7% | +151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling