-19.8%
UDR vs BTG
+77.4%
-97.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | -3.4% | -5.5% | +2.1% | -2.9% |
| 30D | -5.4% | +6.1% | -11.5% | -6.1% |
| 3M | -10.0% | +38.6% | -48.6% | -13.1% |
| 6M | -2.5% | +0.7% | -3.2% | -3.2% |
| YTD | -1.1% | +20.3% | -21.5% | -4.3% |
| 1Y | -3.9% | +25.0% | -28.9% | -8.0% |
| 3Y | +3.4% | +97.3% | -93.9% | -9.0% |
| All | -19.8% | +77.4% | -97.1% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling