+44.4%
UDR vs VCLT
+17.1%
+27.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -3.5% | -1.4% | -2.1% | -2.7% |
| 30D | -5.3% | -1.2% | -4.1% | -4.7% |
| 3M | -9.5% | -4.8% | -4.8% | -7.0% |
| 6M | -0.7% | -2.6% | +1.9% | +0.8% |
| YTD | -1.2% | -3.3% | +2.2% | +0.7% |
| 1Y | -5.7% | -4.8% | -0.9% | -3.2% |
| 3Y | +3.7% | +11.5% | -7.8% | -2.3% |
| 5Y | -18.9% | -17.0% | -2.0% | -12.9% |
| All | +44.4% | +17.1% | +27.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded VCLT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling