-19.6%
UDN vs VOO
+800.4%
-820.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.2% |
| 7D | -1.2% | +2.6% | -3.8% | -1.4% |
| 30D | -0.8% | -2.0% | +1.2% | -0.6% |
| 3M | -3.1% | -2.8% | -0.3% | -2.9% |
| 6M | -4.1% | +2.2% | -6.3% | -4.3% |
| YTD | -3.7% | +11.5% | -15.3% | -4.7% |
| 1Y | -2.6% | +13.5% | -16.1% | -3.7% |
| 3Y | +8.2% | +78.1% | -69.9% | +2.4% |
| 5Y | -1.1% | +73.1% | -74.3% | -6.7% |
| 10Y | -2.2% | +310.7% | -312.9% | -15.0% |
| All | -19.6% | +800.4% | -820.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 all: compounded portfolio wealth divided by compounded VOO 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…
all analysis · Full analysis span regression · 6 months rolling