-19.5%
UDR vs VO
+42.2%
-61.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.3% |
| 7D | -3.3% | -0.6% | -2.7% | -2.8% |
| 30D | -5.6% | -1.9% | -3.7% | -4.2% |
| 3M | -9.4% | +3.3% | -12.7% | -11.8% |
| 6M | -3.0% | +9.7% | -12.6% | -10.2% |
| YTD | -0.4% | +12.6% | -13.0% | -9.9% |
| 1Y | -5.1% | +13.6% | -18.8% | -14.9% |
| 3Y | +4.2% | +56.8% | -52.6% | -28.6% |
| 5Y | -19.5% | +42.3% | -61.8% | -41.4% |
| All | -19.5% | +42.2% | -61.7% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling