+174.8%
NVT vs UDR
+3.4%
+171.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +2.0% | -3.4% | +5.4% | +2.8% |
| 30D | -7.2% | -5.4% | -1.7% | -6.1% |
| 3M | -0.9% | -10.0% | +9.1% | +1.0% |
| 6M | +42.6% | -2.5% | +45.1% | +41.2% |
| YTD | +52.9% | -1.1% | +54.0% | +50.2% |
| 1Y | +64.5% | -3.9% | +68.4% | +63.3% |
| All | +174.8% | +3.4% | +171.4% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling