-18.9%
UDR vs VEU
+53.0%
-71.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.5% | 0.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.3% |
| 30D | -5.4% | -0.7% | -4.7% | -5.1% |
| 3M | -10.0% | +4.9% | -14.8% | -12.9% |
| 6M | -2.5% | +9.8% | -12.4% | -9.1% |
| YTD | -1.1% | +15.3% | -16.4% | -11.0% |
| 1Y | -3.9% | +23.0% | -26.9% | -17.5% |
| 3Y | +3.4% | +73.5% | -70.0% | -31.3% |
| 5Y | -18.9% | +54.5% | -73.4% | -44.1% |
| All | -18.9% | +53.0% | -71.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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