+232.6%
UDR vs VIG
+623.5%
-391.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -2.0% | -0.4% | -1.6% | -1.5% |
| 30D | -5.2% | -1.0% | -4.2% | -4.0% |
| 3M | -5.8% | +2.8% | -8.5% | -9.3% |
| 6M | -1.7% | +8.2% | -9.9% | -11.7% |
| YTD | +2.4% | +11.0% | -8.7% | -11.2% |
| 1Y | -2.1% | +16.1% | -18.3% | -20.2% |
| 3Y | +4.2% | +56.2% | -51.9% | -43.1% |
| 5Y | -20.0% | +63.0% | -83.0% | -59.3% |
| 10Y | +44.6% | +241.4% | -196.8% | -76.2% |
| All | +232.6% | +623.5% | -391.0% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling