+274.6%
UDR vs EFV
+256.4%
+18.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.1% |
| 7D | -2.1% | +1.0% | -3.0% | -2.9% |
| 30D | -5.6% | +0.2% | -5.8% | -5.8% |
| 3M | -5.8% | +9.6% | -15.4% | -13.5% |
| 6M | -1.1% | +14.0% | -15.1% | -12.8% |
| YTD | +1.6% | +18.5% | -16.8% | -13.6% |
| 1Y | -2.7% | +27.9% | -30.6% | -22.9% |
| 3Y | +6.3% | +92.4% | -86.1% | -42.4% |
| 5Y | -19.3% | +97.2% | -116.5% | -57.9% |
| 10Y | +46.0% | +163.0% | -117.0% | -43.8% |
| All | +274.6% | +256.4% | +18.2% | -1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling