+263.3%
UDR vs VT
+345.0%
-81.6%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +3.7% |
| 7D | +4.5% | -4.2% | +8.7% | +9.1% |
| 30D | +9.6% | -5.8% | +15.4% | +16.4% |
| 3M | -2.7% | -5.2% | +2.5% | +2.5% |
| 6M | +1.8% | +0.1% | +1.7% | +0.3% |
| YTD | +5.0% | +8.2% | -3.2% | -5.2% |
| 1Y | +12.1% | +10.1% | +1.9% | -0.8% |
| 3Y | +26.2% | +69.7% | -43.5% | -31.0% |
| 5Y | -17.6% | +53.4% | -71.0% | -50.3% |
| 10Y | +54.2% | +219.2% | -165.0% | -61.4% |
| All | +263.3% | +345.0% | -81.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling