-99.1%
NVD vs UDR
+4.2%
-103.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.2% |
| 7D | +10.8% | -3.5% | +14.3% | +10.4% |
| 30D | +0.8% | -5.3% | +6.1% | +0.1% |
| 3M | -20.8% | -9.5% | -11.3% | -21.9% |
| 6M | -41.2% | -0.7% | -40.5% | -40.4% |
| YTD | -44.2% | -1.2% | -43.0% | -43.6% |
| 1Y | -54.2% | -5.7% | -48.4% | -54.7% |
| 3Y | -99.1% | +3.7% | -102.9% | -99.2% |
| All | -99.1% | +4.2% | -103.4% | -99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling