-16.4%
UDN vs VOO
+817.1%
-833.4%
-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% | +0.2% | -0.2% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | +0.7% | +2.0% | -1.3% | +0.5% |
| 6M | +0.5% | +13.0% | -12.5% | -0.6% |
| YTD | +0.2% | +13.6% | -13.4% | -0.9% |
| 1Y | +0.7% | +20.1% | -19.4% | -0.9% |
| 3Y | +11.8% | +77.6% | -65.8% | +5.9% |
| 5Y | -0.6% | +82.4% | -83.0% | -6.5% |
| 10Y | -1.8% | +316.8% | -318.6% | -14.7% |
| All | -16.4% | +817.1% | -833.4% | -41.5% |
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