+10.5%
UDR vs FGI
+45.3%
-34.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.3% |
| 7D | +2.2% | -1.4% | +3.6% | +2.2% |
| 30D | +8.0% | -3.2% | +11.3% | +8.1% |
| 3M | -3.3% | +64.1% | -67.4% | -4.6% |
| 6M | +1.0% | +17.2% | -16.1% | -0.1% |
| YTD | +4.2% | +31.6% | -27.4% | +2.6% |
| All | +10.5% | +45.3% | -34.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling