+27.6%
UDR vs VLTO
+69.5%
-41.9%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | +3.0% | +5.4% | -2.4% | +0.9% |
| 30D | +10.3% | +22.3% | -12.1% | +1.9% |
| 3M | -2.9% | +19.6% | -22.5% | -9.5% |
| 6M | +0.3% | +35.2% | -34.8% | -10.9% |
| YTD | +3.8% | +17.9% | -14.1% | -3.1% |
| 1Y | +12.7% | +19.5% | -6.8% | +4.5% |
| 3Y | +27.6% | +73.9% | -46.3% | +13.9% |
| All | +27.6% | +69.5% | -41.9% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling