+40.9%
VALE vs UDR
-20.2%
+61.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -0.3% | -3.5% | +3.2% | +0.9% |
| 30D | +8.6% | -5.3% | +13.9% | +10.5% |
| 3M | +2.0% | -9.5% | +11.5% | +5.1% |
| 6M | +2.1% | -0.7% | +2.8% | +1.8% |
| YTD | +20.2% | -1.2% | +21.4% | +19.9% |
| 1Y | +55.2% | -5.7% | +60.9% | +57.1% |
| 3Y | +45.9% | +3.7% | +42.2% | +41.1% |
| All | +40.9% | -20.2% | +61.1% | +46.0% |
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