-12.9%
NVTS vs UDR
-21.1%
+8.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.1% | -3.5% |
| 7D | +0.5% | -3.4% | +3.8% | +2.2% |
| 30D | -18.0% | -5.4% | -12.6% | -15.8% |
| 3M | -45.6% | -10.0% | -35.6% | -43.3% |
| 6M | +28.5% | -2.5% | +31.0% | +27.0% |
| YTD | +56.2% | -1.1% | +57.3% | +52.8% |
| 1Y | +97.7% | -3.9% | +101.6% | +96.1% |
| 3Y | +35.0% | +3.4% | +31.5% | +18.2% |
| All | -12.9% | -21.1% | +8.2% | +1.7% |
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