+44.4%
UDR vs BTG
+159.3%
-114.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.4% | -0.1% |
| 7D | -3.5% | -3.8% | +0.3% | -3.2% |
| 30D | -5.3% | +3.6% | -8.9% | -5.6% |
| 3M | -9.5% | +32.0% | -41.6% | -11.3% |
| 6M | -0.7% | +3.4% | -4.0% | -1.4% |
| YTD | -1.2% | +20.8% | -22.0% | -3.1% |
| 1Y | -5.7% | +22.4% | -28.2% | -8.0% |
| 3Y | +3.7% | +91.7% | -88.0% | -2.7% |
| 5Y | -18.9% | +79.0% | -97.9% | -24.0% |
| All | +44.4% | +159.3% | -114.9% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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