+384.8%
V vs UDR
+44.7%
+340.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.5% |
| 7D | -2.9% | -3.3% | +0.3% | -1.5% |
| 30D | +1.9% | -5.6% | +7.5% | +4.5% |
| 3M | +13.2% | -9.4% | +22.7% | +18.2% |
| 6M | +16.7% | -3.0% | +19.7% | +17.8% |
| YTD | +5.4% | -0.4% | +5.8% | +4.9% |
| 1Y | +7.7% | -5.1% | +12.8% | +9.4% |
| 3Y | +52.0% | +4.2% | +47.8% | +45.6% |
| 5Y | +67.7% | -19.5% | +87.3% | +79.2% |
| 10Y | +384.8% | +47.9% | +336.9% | +322.9% |
| All | +384.8% | +44.7% | +340.1% | +322.9% |
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