-22.5%
UDR vs FGI
-69.8%
+47.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -2.1% | +5.2% | -7.2% | -2.1% |
| 30D | -5.6% | +65.2% | -70.8% | -6.5% |
| 3M | -5.8% | +30.2% | -36.0% | -6.5% |
| 6M | -1.1% | +87.8% | -88.9% | -2.3% |
| YTD | +1.6% | +32.5% | -30.8% | +0.5% |
| 1Y | -2.7% | +93.6% | -96.3% | -4.2% |
| 3Y | +6.3% | -2.6% | +8.9% | +5.2% |
| All | -22.5% | -69.8% | +47.3% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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