+149.7%
XBI vs UDR
+47.2%
+102.5%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -4.6% | -3.5% | -1.2% | -3.3% |
| 30D | -2.0% | -5.3% | +3.3% | +0.1% |
| 3M | +17.8% | -9.5% | +27.3% | +22.2% |
| 6M | +23.7% | -0.7% | +24.4% | +23.3% |
| YTD | +28.2% | -1.2% | +29.4% | +27.7% |
| 1Y | +64.0% | -5.7% | +69.7% | +66.3% |
| 3Y | +99.4% | +3.7% | +95.7% | +92.7% |
| 5Y | +19.3% | -18.9% | +38.3% | +25.9% |
| All | +149.7% | +47.2% | +102.5% | +130.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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