+407.7%
XME vs UDR
+47.3%
+360.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.4% |
| 7D | -3.0% | -3.4% | +0.3% | -1.6% |
| 30D | -2.6% | -5.4% | +2.8% | -0.2% |
| 3M | +2.2% | -10.0% | +12.1% | +6.5% |
| 6M | +0.7% | -2.5% | +3.2% | +0.8% |
| YTD | +10.9% | -1.1% | +12.0% | +10.2% |
| 1Y | +35.7% | -3.9% | +39.6% | +36.2% |
| 3Y | +127.1% | +3.4% | +123.7% | +116.7% |
| 5Y | +168.5% | -18.9% | +187.4% | +183.9% |
| All | +407.7% | +47.3% | +360.4% | +333.3% |
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