+18.2%
UDR vs VLTO
+56.4%
-38.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.6% |
| 7D | -0.4% | +1.0% | -1.4% | -0.7% |
| 30D | +7.8% | +17.5% | -9.7% | +1.3% |
| 3M | -2.8% | +21.4% | -24.2% | -9.8% |
| 6M | -1.4% | +38.1% | -39.6% | -13.0% |
| YTD | +3.4% | +19.0% | -15.6% | -3.7% |
| 1Y | +9.9% | +20.7% | -10.8% | +1.6% |
| 3Y | +28.5% | +64.3% | -35.8% | +9.0% |
| All | +18.2% | +56.4% | -38.1% | +0.8% |
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