+44.4%
UDR vs VYM
+209.2%
-164.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.7% |
| 7D | -3.5% | -0.8% | -2.7% | -2.7% |
| 30D | -5.3% | -2.2% | -3.1% | -3.2% |
| 3M | -9.5% | +3.1% | -12.6% | -12.2% |
| 6M | -0.7% | +9.7% | -10.4% | -9.5% |
| YTD | -1.2% | +14.9% | -16.1% | -13.9% |
| 1Y | -5.7% | +17.6% | -23.3% | -19.8% |
| 3Y | +3.7% | +65.3% | -61.6% | -36.9% |
| 5Y | -18.9% | +78.7% | -97.7% | -54.2% |
| All | +44.4% | +209.2% | -164.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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