+458.8%
V vs UDR
+56.7%
+402.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -2.3% | -1.8% | -0.6% | -1.6% |
| 30D | +9.5% | +7.9% | +1.6% | +5.8% |
| 3M | +17.5% | -0.8% | +18.3% | +17.9% |
| 6M | +32.2% | 0.0% | +32.2% | +31.9% |
| YTD | +22.3% | +3.7% | +18.6% | +19.5% |
| 1Y | +26.8% | +8.5% | +18.3% | +21.3% |
| 3Y | +77.5% | +26.6% | +50.9% | +55.4% |
| 5Y | +110.1% | -20.2% | +130.3% | +126.2% |
| 10Y | +458.8% | +54.7% | +404.0% | +391.8% |
| All | +458.8% | +56.7% | +402.1% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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