+750.3%
NVT vs UDR
+36.0%
+714.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.1% | +4.7% | +4.7% |
| 7D | +4.1% | -3.5% | +7.5% | +6.1% |
| 30D | -5.1% | -5.3% | +0.2% | -2.4% |
| 3M | -1.2% | -9.5% | +8.4% | +3.2% |
| 6M | +46.6% | -0.7% | +47.2% | +44.5% |
| YTD | +60.0% | -1.2% | +61.2% | +57.5% |
| 1Y | +70.8% | -5.7% | +76.5% | +72.0% |
| 3Y | +187.5% | +3.7% | +183.8% | +166.8% |
| 5Y | +426.1% | -18.9% | +445.1% | +460.1% |
| All | +750.3% | +36.0% | +714.2% | +581.8% |
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