+44.5%
UDR vs EFV
+167.0%
-122.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -3.4% | -2.0% | -1.4% | -1.9% |
| 30D | -5.4% | -0.2% | -5.2% | -5.3% |
| 3M | -10.0% | +9.1% | -19.1% | -15.8% |
| 6M | -2.5% | +11.7% | -14.2% | -10.7% |
| YTD | -1.1% | +17.0% | -18.2% | -12.8% |
| 1Y | -3.9% | +26.7% | -30.6% | -20.3% |
| 3Y | +3.4% | +90.2% | -86.7% | -37.6% |
| 5Y | -18.9% | +96.1% | -115.0% | -52.7% |
| All | +44.5% | +167.0% | -122.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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