-18.9%
UDR vs VIG
+61.5%
-80.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.3% |
| 7D | -3.4% | -2.2% | -1.2% | -1.3% |
| 30D | -5.4% | -3.2% | -2.2% | -2.5% |
| 3M | -10.0% | +3.0% | -13.0% | -12.6% |
| 6M | -2.5% | +8.1% | -10.7% | -9.8% |
| YTD | -1.1% | +9.1% | -10.2% | -9.3% |
| 1Y | -3.9% | +12.6% | -16.5% | -14.6% |
| 3Y | +3.4% | +55.4% | -51.9% | -33.6% |
| 5Y | -18.9% | +62.8% | -81.7% | -49.2% |
| All | -18.9% | +61.5% | -80.3% | -49.2% |
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