+16.2%
UDR vs VLTO
+26.2%
-10.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.4% |
| 7D | -2.1% | -1.6% | -0.5% | -1.5% |
| 30D | -5.6% | -2.9% | -2.8% | -4.6% |
| 3M | -5.8% | +12.7% | -18.5% | -10.0% |
| 6M | -1.1% | +1.6% | -2.7% | -1.9% |
| YTD | +1.6% | -4.0% | +5.6% | +2.7% |
| 1Y | -2.7% | -10.2% | +7.5% | +1.1% |
| All | +16.2% | +26.2% | -10.0% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 10y: compounded portfolio wealth divided by compounded VLTO 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…
10y analysis · Full analysis span regression · 6 months rolling