-21.9%
UDR vs VIG
+64.4%
-86.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.4% | +3.5% | -3.9% | -3.6% |
| 30D | +7.8% | +4.9% | +2.8% | +2.8% |
| 3M | -2.8% | +2.5% | -5.3% | -5.2% |
| 6M | -1.4% | +11.0% | -12.5% | -11.1% |
| YTD | +3.4% | +16.0% | -12.6% | -10.7% |
| 1Y | +9.9% | +17.5% | -7.7% | -6.5% |
| 3Y | +28.5% | +67.0% | -38.5% | -24.0% |
| All | -21.9% | +64.4% | -86.4% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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