+44.5%
UDR vs VO
+197.9%
-153.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | 0.0% |
| 7D | -3.4% | -2.5% | -0.9% | -1.3% |
| 30D | -5.4% | -3.2% | -2.2% | -2.8% |
| 3M | -10.0% | +3.9% | -13.9% | -12.9% |
| 6M | -2.5% | +9.6% | -12.2% | -10.1% |
| YTD | -1.1% | +11.6% | -12.7% | -10.2% |
| 1Y | -3.9% | +12.6% | -16.5% | -13.4% |
| 3Y | +3.4% | +55.4% | -51.9% | -29.1% |
| 5Y | -18.9% | +41.8% | -60.7% | -40.6% |
| All | +44.5% | +197.9% | -153.5% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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