+37.8%
VALE vs UDR
-20.8%
+58.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -3.2% | -0.4% | -2.8% | -3.1% |
| 30D | -15.1% | +7.8% | -22.8% | -17.2% |
| 3M | -18.7% | -2.8% | -15.9% | -18.0% |
| 6M | -31.5% | -1.4% | -30.0% | -31.5% |
| YTD | -11.4% | +3.4% | -14.8% | -13.0% |
| 1Y | -1.9% | +9.9% | -11.7% | -5.6% |
| 3Y | +1.7% | +28.5% | -26.8% | -9.0% |
| All | +37.8% | -20.8% | +58.6% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling