+18.6%
UDR vs VLTO
+57.1%
-38.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.5% |
| 7D | -1.8% | +1.5% | -3.3% | -2.3% |
| 30D | +7.9% | +20.9% | -13.0% | +0.3% |
| 3M | -0.8% | +21.4% | -22.2% | -7.9% |
| 6M | 0.0% | +37.6% | -37.6% | -11.6% |
| YTD | +3.7% | +19.5% | -15.8% | -3.6% |
| 1Y | +8.5% | +22.0% | -13.5% | -0.1% |
| 3Y | +26.6% | +70.7% | -44.1% | +6.3% |
| All | +18.6% | +57.1% | -38.4% | +1.0% |
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