-5.7%
UDR vs EFV
+26.3%
-32.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.4% | -2.0% | -1.4% | -2.8% |
| 30D | -5.4% | -0.2% | -5.2% | -5.4% |
| 3M | -10.0% | +9.1% | -19.1% | -12.8% |
| 6M | -2.5% | +11.7% | -14.2% | -6.7% |
| YTD | -1.1% | +17.0% | -18.2% | -7.9% |
| All | -5.7% | +26.3% | -32.0% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling