+239.9%
UDR vs BTG
+385.9%
-146.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | -2.0% |
| 7D | -3.3% | +2.4% | -5.7% | -3.4% |
| 30D | -5.6% | +9.5% | -15.1% | -6.1% |
| 3M | -9.4% | +38.5% | -47.9% | -11.1% |
| 6M | -3.0% | +5.6% | -8.6% | -3.7% |
| YTD | -0.4% | +23.9% | -24.3% | -2.1% |
| 1Y | -5.1% | +32.1% | -37.3% | -7.2% |
| 3Y | +4.2% | +103.2% | -99.0% | -1.0% |
| 5Y | -19.5% | +79.7% | -99.2% | -23.5% |
| 10Y | +47.9% | +159.1% | -111.2% | +35.5% |
| All | +239.9% | +385.9% | -146.0% | +170.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling