-20.8%
UDR vs FGI
-70.6%
+49.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.0% | -7.0% | +9.9% | +3.0% |
| 30D | +10.3% | -4.2% | +14.5% | +10.3% |
| 3M | -2.9% | +55.6% | -58.5% | -3.8% |
| 6M | +0.3% | -3.2% | +3.5% | -0.4% |
| YTD | +3.8% | +29.1% | -25.3% | +2.7% |
| 1Y | +12.7% | +51.0% | -38.2% | +11.3% |
| 3Y | +27.6% | +1.5% | +26.1% | +26.1% |
| All | -20.8% | -70.6% | +49.7% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling