+166.8%
UDR vs VYM
+484.2%
-317.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -3.4% | -1.9% | -1.5% | -1.0% |
| 30D | -5.4% | -2.6% | -2.8% | -2.2% |
| 3M | -10.0% | +3.6% | -13.5% | -14.1% |
| 6M | -2.5% | +8.7% | -11.2% | -12.9% |
| YTD | -1.1% | +14.1% | -15.2% | -17.2% |
| 1Y | -3.9% | +17.8% | -21.7% | -23.0% |
| 3Y | +3.4% | +64.5% | -61.1% | -47.0% |
| 5Y | -18.9% | +77.5% | -96.4% | -62.9% |
| 10Y | +46.8% | +206.1% | -159.3% | -70.7% |
| All | +166.8% | +484.2% | -317.3% | -81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling