+397.2%
NVT vs UDR
-20.1%
+417.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | +2.0% | -3.4% | +5.4% | +3.3% |
| 30D | -7.2% | -5.4% | -1.7% | -5.3% |
| 3M | -0.9% | -10.0% | +9.1% | +2.3% |
| 6M | +42.6% | -2.5% | +45.1% | +41.8% |
| YTD | +52.9% | -1.1% | +54.0% | +50.6% |
| 1Y | +64.5% | -3.9% | +68.4% | +63.6% |
| 3Y | +178.0% | +3.4% | +174.5% | +162.7% |
| All | +397.2% | -20.1% | +417.3% | +443.3% |
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 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