+254.2%
UDR vs VT
+374.2%
-120.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.0% | +0.4% | -2.4% | -2.5% |
| 30D | -5.2% | +1.0% | -6.2% | -6.2% |
| 3M | -5.8% | +2.4% | -8.2% | -8.8% |
| 6M | -1.7% | +12.0% | -13.7% | -13.9% |
| YTD | +2.4% | +15.3% | -13.0% | -13.3% |
| 1Y | -2.1% | +22.6% | -24.7% | -22.6% |
| 3Y | +4.2% | +74.7% | -70.5% | -44.4% |
| 5Y | -20.0% | +66.1% | -86.1% | -55.6% |
| 10Y | +44.6% | +225.0% | -180.4% | -64.1% |
| All | +254.2% | +374.2% | -120.0% | -42.6% |
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